+41.1%
TSLA vs NIO
-90.7%
+131.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.4% | -5.4% |
| 7D | +1.5% | -13.0% | +14.6% | +6.1% |
| 30D | +10.1% | -18.3% | +28.4% | +17.4% |
| 3M | -15.4% | -33.2% | +17.8% | -3.6% |
| 6M | -12.8% | -21.5% | +8.7% | -7.8% |
| YTD | -21.3% | -25.5% | +4.2% | -15.8% |
| 1Y | +4.6% | -38.0% | +42.6% | +17.0% |
| 3Y | +44.5% | -65.5% | +110.0% | +76.0% |
| All | +41.1% | -90.7% | +131.8% | +175.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling