+4.7%
SLB vs NIO
-49.2%
+53.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | +0.4% |
| 7D | +2.6% | -4.7% | +7.2% | +3.0% |
| 30D | +4.4% | -14.3% | +18.7% | +5.7% |
| 3M | -2.7% | -32.8% | +30.1% | +0.5% |
| 6M | -7.5% | -49.8% | +42.3% | -2.2% |
| YTD | +34.8% | -40.2% | +75.0% | +39.5% |
| 1Y | +44.6% | -52.7% | +97.3% | +52.6% |
| 3Y | +3.2% | -57.9% | +61.0% | +5.9% |
| 5Y | +73.6% | -92.9% | +166.4% | +99.3% |
| All | +4.7% | -49.2% | +53.8% | -13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling