+112.3%
UAL vs NIO
-92.1%
+204.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.9% | -3.9% | +1.0% |
| 7D | +8.2% | +5.6% | +2.5% | +7.1% |
| 30D | +2.3% | -4.2% | +6.6% | +3.1% |
| 3M | -12.7% | -26.3% | +13.6% | -8.0% |
| 6M | +12.7% | -42.5% | +55.2% | +23.4% |
| YTD | +0.8% | -33.5% | +34.4% | +6.5% |
| 1Y | +17.8% | -52.7% | +70.4% | +32.0% |
| 3Y | +206.7% | -57.5% | +264.2% | +222.8% |
| All | +112.3% | -92.1% | +204.3% | +179.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling