+174.1%
TWLO vs NIO
-36.7%
+210.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.6% | -2.9% |
| 7D | -2.0% | -13.0% | +11.0% | +0.3% |
| 30D | +20.6% | -18.3% | +38.9% | +24.7% |
| 3M | -1.5% | -33.2% | +31.7% | +5.1% |
| 6M | +89.4% | -21.5% | +110.9% | +94.4% |
| YTD | +63.8% | -25.5% | +89.3% | +68.8% |
| 1Y | +119.7% | -38.0% | +157.7% | +132.2% |
| 3Y | +256.1% | -65.5% | +321.6% | +288.0% |
| 5Y | -36.6% | -90.6% | +54.0% | -21.4% |
| All | +174.1% | -36.7% | +210.7% | +198.5% |
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