+38.0%
TSLA vs NIO
-64.6%
+102.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.4% | -5.6% |
| 7D | +1.5% | -13.0% | +14.6% | +4.7% |
| 30D | +10.1% | -18.3% | +28.4% | +15.2% |
| 3M | -15.4% | -33.2% | +17.8% | -7.4% |
| 6M | -12.8% | -21.5% | +8.7% | -9.2% |
| YTD | -21.3% | -25.5% | +4.2% | -17.3% |
| 1Y | +4.6% | -38.0% | +42.6% | +13.6% |
| All | +38.0% | -64.6% | +102.6% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling