+107.1%
XLY vs NIO
-38.3%
+145.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.0% | -1.1% |
| 7D | -2.1% | -4.1% | +2.1% | -1.7% |
| 30D | -6.0% | -23.2% | +17.2% | -3.6% |
| 3M | -2.7% | -29.9% | +27.2% | +0.6% |
| 6M | -1.5% | -25.1% | +23.6% | +0.7% |
| YTD | -5.4% | -27.5% | +22.0% | -3.2% |
| 1Y | -3.8% | -41.1% | +37.3% | 0.0% |
| 3Y | +36.6% | -63.1% | +99.7% | +42.7% |
| 5Y | +27.4% | -90.4% | +117.7% | +42.4% |
| All | +107.1% | -38.3% | +145.4% | +98.6% |
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