+609.4%
URI vs NIO
-49.2%
+658.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | -0.4% |
| 7D | +9.3% | -4.7% | +14.0% | +9.9% |
| 30D | +7.6% | -14.3% | +21.9% | +9.4% |
| 3M | +1.0% | -32.8% | +33.9% | +5.5% |
| 6M | +19.8% | -49.8% | +69.7% | +28.7% |
| YTD | +41.9% | -40.2% | +82.0% | +48.1% |
| 1Y | +33.4% | -52.7% | +86.1% | +42.9% |
| 3Y | +156.0% | -57.9% | +213.9% | +164.5% |
| 5Y | +209.5% | -92.9% | +302.4% | +266.9% |
| All | +609.4% | -49.2% | +658.5% | +508.6% |
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 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