-46.6%
COIN vs NIO
-90.6%
+44.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.3% | +0.5% |
| 7D | -5.1% | -2.9% | -2.2% | -3.9% |
| 30D | +17.6% | -18.7% | +36.3% | +28.1% |
| 3M | +9.2% | -29.4% | +38.7% | +25.7% |
| 6M | -11.8% | -32.5% | +20.8% | +1.8% |
| YTD | -22.5% | -27.6% | +5.1% | -14.8% |
| 1Y | -45.9% | -39.2% | -6.7% | -36.9% |
| 3Y | +117.4% | -64.3% | +181.7% | +173.0% |
| 5Y | -29.4% | -90.3% | +60.9% | +46.3% |
| All | -46.6% | -90.6% | +44.0% | +9.1% |
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