-33.5%
W vs NIO
-36.7%
+3.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.9% |
| 7D | -4.2% | -13.0% | +8.9% | -0.7% |
| 30D | -7.6% | -18.3% | +10.7% | -2.8% |
| 3M | +37.2% | -33.2% | +70.4% | +51.2% |
| 6M | +26.3% | -21.5% | +47.8% | +31.7% |
| YTD | -1.0% | -25.5% | +24.5% | +4.2% |
| 1Y | +20.1% | -38.0% | +58.1% | +30.7% |
| 3Y | +37.8% | -65.5% | +103.2% | +60.3% |
| 5Y | -63.7% | -90.6% | +26.9% | -47.6% |
| All | -33.5% | -36.7% | +3.2% | -29.0% |
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