+111.7%
YUM vs NIO
-51.7%
+163.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.2% | +1.5% |
| 7D | +0.1% | -14.5% | +14.6% | +0.8% |
| 30D | +10.0% | -15.0% | +24.9% | +10.7% |
| 3M | +7.5% | -35.6% | +43.0% | +9.4% |
| 6M | +8.8% | -55.7% | +64.4% | +12.5% |
| YTD | +8.2% | -43.1% | +51.3% | +10.3% |
| 1Y | +9.8% | -53.5% | +63.4% | +12.9% |
| 3Y | +36.4% | -59.8% | +96.3% | +38.4% |
| 5Y | +41.7% | -93.2% | +134.9% | +50.1% |
| All | +111.7% | -51.7% | +163.3% | +100.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling