+63.4%
TSLA vs NIO
-59.9%
+123.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.9% | -1.7% | +2.9% |
| 7D | -10.4% | +5.6% | -16.0% | -11.5% |
| 30D | -5.2% | -4.2% | -0.9% | -4.3% |
| 3M | +12.1% | -26.3% | +38.4% | +19.8% |
| 6M | -10.2% | -42.5% | +32.4% | +1.1% |
| YTD | -20.3% | -33.5% | +13.2% | -14.3% |
| 1Y | -19.7% | -52.7% | +33.0% | -6.8% |
| 3Y | +63.4% | -57.5% | +120.8% | +73.0% |
| All | +63.4% | -59.9% | +123.3% | +73.0% |
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