+115.0%
UMC vs NIO
-54.1%
+169.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.4% | -5.5% | -2.6% |
| 7D | -14.7% | -0.6% | -14.1% | -14.6% |
| 30D | -32.9% | -3.5% | -29.4% | -32.5% |
| 3M | -22.2% | -30.7% | +8.5% | -18.1% |
| 6M | +25.9% | -45.6% | +71.5% | +35.1% |
| YTD | +107.9% | -35.3% | +143.2% | +124.0% |
| 1Y | +115.0% | -53.9% | +168.9% | +152.0% |
| All | +115.0% | -54.1% | +169.1% | +152.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling