-18.3%
USAR vs NIO
-67.1%
+48.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +5.9% | +4.9% | +9.6% |
| 7D | -14.5% | +5.6% | -20.1% | -15.4% |
| 30D | -37.8% | -4.2% | -33.6% | -37.1% |
| 3M | -52.8% | -26.3% | -26.5% | -49.7% |
| 6M | -71.2% | -42.5% | -28.7% | -68.0% |
| YTD | -30.9% | -33.5% | +2.6% | -25.4% |
| 1Y | -48.0% | -52.7% | +4.6% | -40.9% |
| 3Y | -19.7% | -57.5% | +37.8% | -14.6% |
| All | -18.3% | -67.1% | +48.8% | -13.1% |
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