+132.9%
ULTA vs NIO
-51.7%
+184.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.9% | +6.4% | +1.8% |
| 7D | +2.5% | -14.5% | +16.9% | +3.6% |
| 30D | +11.5% | -15.0% | +26.5% | +12.8% |
| 3M | +28.1% | -35.6% | +63.7% | +32.0% |
| 6M | +34.2% | -55.7% | +89.9% | +41.7% |
| YTD | +9.2% | -43.1% | +52.3% | +12.4% |
| 1Y | +23.7% | -53.5% | +77.3% | +29.3% |
| 3Y | +69.2% | -59.8% | +129.0% | +72.8% |
| 5Y | +66.6% | -93.2% | +159.8% | +84.5% |
| All | +132.9% | -51.7% | +184.6% | +116.6% |
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 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