-20.3%
USAR vs NIO
-60.1%
+39.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.0% | +2.3% |
| 7D | -0.8% | -14.5% | +13.7% | +3.0% |
| 30D | -20.9% | -15.0% | -6.0% | -17.6% |
| 3M | -56.2% | -35.6% | -20.6% | -51.4% |
| 6M | -67.9% | -55.7% | -12.2% | -61.6% |
| YTD | -31.4% | -43.1% | +11.7% | -22.4% |
| 1Y | -45.1% | -53.5% | +8.5% | -35.5% |
| 3Y | -20.3% | -59.8% | +39.5% | -11.5% |
| All | -20.3% | -60.1% | +39.8% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling