+34.8%
UAL vs NIO
-46.0%
+80.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | +2.3% | -1.8% | +4.1% | +2.5% |
| 30D | +13.3% | -6.6% | +20.0% | +14.5% |
| 3M | -6.3% | -29.9% | +23.6% | -1.5% |
| 6M | +22.5% | -46.6% | +69.1% | +33.3% |
| YTD | +5.9% | -36.5% | +42.3% | +11.5% |
| 1Y | +24.7% | -51.1% | +75.8% | +36.0% |
| 3Y | +211.6% | -55.2% | +266.8% | +223.2% |
| 5Y | +130.6% | -92.3% | +222.9% | +185.4% |
| All | +34.8% | -46.0% | +80.8% | +13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling