+1,728.0%
TSLA vs NIO
-36.7%
+1,764.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.4% | -5.5% |
| 7D | +1.5% | -13.0% | +14.6% | +5.0% |
| 30D | +10.1% | -18.3% | +28.4% | +15.7% |
| 3M | -15.4% | -33.2% | +17.8% | -6.5% |
| 6M | -12.8% | -21.5% | +8.7% | -8.8% |
| YTD | -21.3% | -25.5% | +4.2% | -17.0% |
| 1Y | +4.6% | -38.0% | +42.6% | +14.3% |
| 3Y | +44.5% | -65.5% | +110.0% | +66.7% |
| 5Y | +44.8% | -90.6% | +135.4% | +108.7% |
| All | +1,728.0% | -36.7% | +1,764.7% | +1,769.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling