+601.3%
URI vs NIO
-43.2%
+644.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.6% | +6.3% | +6.8% |
| 7D | -4.0% | +6.9% | -10.9% | -4.7% |
| 30D | +6.8% | -4.7% | +11.5% | +7.3% |
| 3M | -2.8% | -28.1% | +25.2% | +0.7% |
| 6M | +20.9% | -41.7% | +62.6% | +27.7% |
| YTD | +40.2% | -33.1% | +73.4% | +44.6% |
| 1Y | +34.1% | -50.3% | +84.4% | +42.9% |
| 3Y | +164.1% | -54.4% | +218.5% | +170.5% |
| 5Y | +199.3% | -91.6% | +290.9% | +248.7% |
| All | +601.3% | -43.2% | +644.5% | +494.4% |
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 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