+35.9%
UL vs NIO
-60.1%
+96.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.0% | +1.1% |
| 7D | +1.1% | -14.5% | +15.6% | +1.3% |
| 30D | +4.5% | -15.0% | +19.5% | +4.7% |
| 3M | +6.5% | -35.6% | +42.0% | +6.9% |
| 6M | +18.2% | -55.7% | +73.8% | +19.2% |
| YTD | +4.7% | -43.1% | +47.8% | +5.0% |
| 1Y | +0.8% | -53.5% | +54.3% | +1.4% |
| 3Y | +35.9% | -59.8% | +95.7% | +35.6% |
| All | +35.9% | -60.1% | +96.0% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling