+203.4%
URI vs NIO
-90.7%
+294.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.8% |
| 7D | -2.0% | -13.0% | +11.1% | -0.2% |
| 30D | -12.9% | -18.3% | +5.3% | -10.7% |
| 3M | -6.7% | -33.2% | +26.5% | -2.0% |
| 6M | +19.0% | -21.5% | +40.5% | +21.0% |
| YTD | +25.5% | -25.5% | +51.0% | +28.3% |
| 1Y | +5.5% | -38.0% | +43.6% | +9.8% |
| 3Y | +111.3% | -65.5% | +176.8% | +127.9% |
| All | +203.4% | -90.7% | +294.1% | +282.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling