-100.0%
UVXY vs NIO
-36.7%
-63.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.2% | +0.2% |
| 7D | -5.0% | -13.0% | +8.1% | -9.2% |
| 30D | -20.5% | -18.3% | -2.3% | -25.5% |
| 3M | -36.6% | -33.2% | -3.4% | -44.0% |
| 6M | -56.9% | -21.5% | -35.4% | -58.9% |
| YTD | -51.2% | -25.5% | -25.7% | -53.8% |
| 1Y | -69.8% | -38.0% | -31.8% | -72.3% |
| 3Y | -95.1% | -65.5% | -29.6% | -95.4% |
| 5Y | -99.7% | -90.6% | -9.1% | -99.7% |
| All | -100.0% | -36.7% | -63.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling