+616.6%
URI vs NIO
-46.0%
+662.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.3% |
| 7D | +2.6% | -1.8% | +4.4% | +2.8% |
| 30D | +9.1% | -6.6% | +15.7% | +9.9% |
| 3M | +1.0% | -29.9% | +30.9% | +4.9% |
| 6M | +23.3% | -46.6% | +70.0% | +31.6% |
| YTD | +43.3% | -36.5% | +79.8% | +48.6% |
| 1Y | +35.9% | -51.1% | +87.1% | +45.2% |
| 3Y | +158.6% | -55.2% | +213.9% | +165.4% |
| 5Y | +213.1% | -92.3% | +305.4% | +268.3% |
| All | +616.6% | -46.0% | +662.6% | +510.8% |
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