+82.1%
USO vs NIO
-62.6%
+144.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | +9.5% | -13.0% | +22.5% | +9.5% |
| 30D | +23.6% | -18.3% | +41.9% | +23.7% |
| 3M | +3.8% | -33.2% | +37.0% | +4.1% |
| 6M | +55.0% | -21.5% | +76.5% | +54.8% |
| YTD | +105.3% | -25.5% | +130.8% | +105.0% |
| 1Y | +91.4% | -38.0% | +129.4% | +92.0% |
| All | +82.1% | -62.6% | +144.8% | +81.6% |
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 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