+183.6%
XOM vs NIO
-40.3%
+223.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.9% | +0.8% |
| 7D | +1.9% | -7.3% | +9.1% | +2.2% |
| 30D | +4.1% | -22.5% | +26.6% | +5.2% |
| 3M | +10.4% | -30.9% | +41.3% | +12.2% |
| 6M | +13.0% | -37.2% | +50.2% | +15.0% |
| YTD | +40.1% | -29.8% | +69.9% | +41.6% |
| 1Y | +51.1% | -37.4% | +88.5% | +53.2% |
| 3Y | +57.7% | -64.3% | +122.1% | +60.9% |
| 5Y | +264.7% | -90.6% | +355.3% | +286.0% |
| All | +183.6% | -40.3% | +223.9% | +154.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling