+240.3%
UMC vs NIO
-36.7%
+277.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.9% |
| 7D | +9.0% | -2.9% | +11.9% | +9.5% |
| 30D | +17.2% | -18.7% | +36.0% | +20.9% |
| 3M | +11.4% | -29.4% | +40.8% | +17.4% |
| 6M | +137.5% | -32.5% | +170.0% | +150.4% |
| YTD | +193.1% | -27.6% | +220.8% | +207.8% |
| 1Y | +240.3% | -39.2% | +279.5% | +286.4% |
| All | +240.3% | -36.7% | +277.0% | +286.4% |
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 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