+42.9%
ULTA vs NIO
-90.7%
+133.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.9% |
| 7D | -3.9% | -7.3% | +3.4% | -3.2% |
| 30D | -1.1% | -22.5% | +21.5% | +1.1% |
| 3M | +13.8% | -30.9% | +44.7% | +17.3% |
| 6M | -17.2% | -37.2% | +20.0% | -14.5% |
| YTD | -11.5% | -29.8% | +18.3% | -9.9% |
| 1Y | +3.9% | -37.4% | +41.3% | +6.4% |
| 3Y | +29.5% | -64.3% | +93.8% | +34.7% |
| 5Y | +42.9% | -90.6% | +133.5% | +60.1% |
| All | +42.9% | -90.7% | +133.6% | +60.1% |
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