+68.0%
TWLO vs NIO
-53.4%
+121.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.6% |
| 7D | +2.8% | -1.8% | +4.6% | +2.9% |
| 30D | -22.4% | -6.6% | -15.7% | -21.9% |
| 3M | -14.2% | -29.9% | +15.6% | -12.6% |
| 6M | +10.5% | -46.6% | +57.1% | +12.3% |
| YTD | +54.3% | -36.5% | +90.8% | +57.0% |
| 1Y | +68.0% | -51.1% | +119.1% | +81.4% |
| All | +68.0% | -53.4% | +121.4% | +81.4% |
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