+160.0%
USO vs NIO
-92.1%
+252.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.9% | -5.8% | 0.0% |
| 7D | -12.1% | +5.6% | -17.7% | -12.2% |
| 30D | +3.1% | -4.2% | +7.4% | +3.2% |
| 3M | +24.9% | -26.3% | +51.2% | +25.5% |
| 6M | +10.8% | -42.5% | +53.3% | +11.8% |
| YTD | +114.6% | -33.5% | +148.1% | +115.4% |
| 1Y | +109.4% | -52.7% | +162.0% | +112.0% |
| 3Y | +98.1% | -57.5% | +155.6% | +99.4% |
| All | +160.0% | -92.1% | +252.0% | +191.4% |
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