+98.9%
ULTA vs NIO
-36.7%
+135.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.4% |
| 7D | +9.0% | -13.0% | +22.1% | +10.0% |
| 30D | +4.6% | -18.3% | +22.8% | +6.0% |
| 3M | +22.0% | -33.2% | +55.2% | +25.3% |
| 6M | -14.7% | -21.5% | +6.8% | -14.0% |
| YTD | -6.8% | -25.5% | +18.7% | -5.7% |
| 1Y | +6.5% | -38.0% | +44.5% | +8.8% |
| 3Y | +35.6% | -65.5% | +101.1% | +40.0% |
| 5Y | +47.6% | -90.6% | +138.2% | +59.8% |
| All | +98.9% | -36.7% | +135.6% | +81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling