+145.9%
XLE vs NIO
-36.7%
+182.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | +2.2% | -13.0% | +15.2% | +3.1% |
| 30D | +11.8% | -18.3% | +30.1% | +13.1% |
| 3M | +9.8% | -33.2% | +43.0% | +12.5% |
| 6M | +15.6% | -21.5% | +37.1% | +16.7% |
| YTD | +45.3% | -25.5% | +70.7% | +46.9% |
| 1Y | +48.3% | -38.0% | +86.3% | +51.3% |
| 3Y | +55.4% | -65.5% | +120.9% | +60.2% |
| 5Y | +216.1% | -90.6% | +306.7% | +242.4% |
| All | +145.9% | -36.7% | +182.5% | +114.6% |
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 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