-100.0%
UVXY vs NIO
-38.5%
-61.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.1% | -9.8% | -5.8% |
| 7D | +2.8% | -2.9% | +5.7% | +2.0% |
| 30D | -11.4% | -18.7% | +7.4% | -16.9% |
| 3M | -41.5% | -29.4% | -12.1% | -47.5% |
| 6M | -61.0% | -32.5% | -28.5% | -64.6% |
| YTD | -49.8% | -27.6% | -22.2% | -52.9% |
| 1Y | -66.4% | -39.2% | -27.2% | -69.4% |
| 3Y | -94.8% | -64.3% | -30.5% | -95.0% |
| 5Y | -99.7% | -90.3% | -9.4% | -99.7% |
| All | -100.0% | -38.5% | -61.5% | -100.0% |
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