+149.6%
TWLO vs NIO
-49.2%
+198.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.9% | +2.6% | -2.3% |
| 7D | +5.6% | -4.7% | +10.3% | +6.4% |
| 30D | -24.6% | -14.3% | -10.3% | -22.7% |
| 3M | -14.0% | -32.8% | +18.9% | -8.2% |
| 6M | +10.1% | -49.8% | +59.9% | +22.8% |
| YTD | +49.2% | -40.2% | +89.4% | +59.4% |
| 1Y | +65.2% | -52.7% | +117.9% | +83.3% |
| 3Y | +260.7% | -57.9% | +318.5% | +280.4% |
| 5Y | -30.2% | -92.9% | +62.6% | -9.8% |
| All | +149.6% | -49.2% | +198.8% | +181.8% |
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