-13.0%
USAR vs NIO
-66.9%
+53.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.4% |
| 7D | -1.1% | +6.9% | -8.0% | -2.4% |
| 30D | -30.3% | -4.7% | -25.5% | -29.4% |
| 3M | -54.7% | -28.1% | -26.6% | -51.6% |
| 6M | -67.5% | -41.7% | -25.8% | -63.9% |
| YTD | -26.4% | -33.1% | +6.8% | -20.6% |
| 1Y | -49.5% | -50.3% | +0.8% | -43.0% |
| 3Y | -14.5% | -54.4% | +39.9% | -9.1% |
| All | -13.0% | -66.9% | +53.9% | -7.6% |
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