+70.3%
TWLO vs NIO
-55.0%
+125.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | 0.0% |
| 7D | +4.5% | -14.5% | +19.0% | +5.9% |
| 30D | -22.1% | -15.0% | -7.1% | -21.0% |
| 3M | -15.3% | -35.6% | +20.2% | -13.1% |
| 6M | +9.7% | -55.7% | +65.3% | +11.3% |
| YTD | +48.5% | -43.1% | +91.6% | +52.2% |
| 1Y | +70.3% | -53.5% | +123.9% | +80.2% |
| All | +70.3% | -55.0% | +125.3% | +80.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling