+102.9%
SHEL vs NIO
-36.7%
+139.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.2% | +0.8% |
| 7D | +2.2% | -13.0% | +15.3% | +3.0% |
| 30D | +6.8% | -18.3% | +25.1% | +8.0% |
| 3M | +8.1% | -33.2% | +41.3% | +10.5% |
| 6M | +14.4% | -21.5% | +35.9% | +15.5% |
| YTD | +30.0% | -25.5% | +55.5% | +31.4% |
| 1Y | +33.3% | -38.0% | +71.3% | +35.8% |
| 3Y | +66.4% | -65.5% | +131.9% | +71.0% |
| 5Y | +178.6% | -90.6% | +269.2% | +197.9% |
| All | +102.9% | -36.7% | +139.5% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling