+92.8%
ULTA vs NIO
-38.5%
+131.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.9% |
| 7D | -3.1% | -2.9% | -0.2% | -2.9% |
| 30D | +2.8% | -18.7% | +21.5% | +4.2% |
| 3M | +14.8% | -29.4% | +44.2% | +17.4% |
| 6M | -16.2% | -32.5% | +16.3% | -14.4% |
| YTD | -9.6% | -27.6% | +18.0% | -8.4% |
| 1Y | +4.8% | -39.2% | +44.0% | +7.2% |
| 3Y | +30.7% | -64.3% | +95.0% | +34.6% |
| 5Y | +45.9% | -90.3% | +136.2% | +57.7% |
| All | +92.8% | -38.5% | +131.3% | +76.4% |
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 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