-49.3%
COMP vs NIO
-91.8%
+42.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.9% | +4.8% | +8.5% |
| 7D | +13.4% | +5.6% | +7.8% | +11.4% |
| 30D | +11.1% | -4.2% | +15.3% | +13.1% |
| 3M | -18.8% | -26.3% | +7.5% | -9.2% |
| 6M | +10.5% | -42.5% | +53.0% | +34.2% |
| YTD | -3.4% | -33.5% | +30.1% | +8.0% |
| 1Y | +19.7% | -52.7% | +72.3% | +52.1% |
| 3Y | +381.6% | -57.5% | +439.1% | +444.4% |
| 5Y | -17.6% | -92.0% | +74.4% | +47.0% |
| All | -49.3% | -91.8% | +42.5% | -14.2% |
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