+600.3%
URI vs NIO
-51.7%
+652.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | -0.7% |
| 7D | +6.7% | -14.5% | +21.2% | +8.6% |
| 30D | +8.9% | -15.0% | +23.8% | +10.8% |
| 3M | +0.5% | -35.6% | +36.1% | +5.4% |
| 6M | +20.7% | -55.7% | +76.3% | +31.5% |
| YTD | +40.0% | -43.1% | +83.2% | +47.0% |
| 1Y | +34.4% | -53.5% | +87.9% | +44.3% |
| 3Y | +149.5% | -59.8% | +209.3% | +159.1% |
| 5Y | +205.6% | -93.2% | +298.8% | +264.2% |
| All | +600.3% | -51.7% | +652.0% | +504.2% |
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