-7.6%
TSLA vs NIO
-92.1%
+84.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.9% | -1.7% | +2.3% |
| 7D | -10.4% | +5.6% | -16.0% | -11.9% |
| 30D | -5.2% | -4.2% | -0.9% | -4.0% |
| 3M | +12.1% | -26.3% | +38.4% | +23.3% |
| 6M | -10.2% | -42.5% | +32.4% | +6.4% |
| YTD | -20.3% | -33.5% | +13.2% | -11.9% |
| 1Y | -19.7% | -52.7% | +33.0% | -1.1% |
| 3Y | +63.4% | -57.5% | +120.8% | +83.3% |
| All | -7.6% | -92.1% | +84.5% | +94.1% |
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 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