-25.6%
COMP vs NIO
-92.6%
+67.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.0% | -5.1% | -7.0% |
| 7D | -1.8% | -3.6% | +1.8% | -0.2% |
| 30D | -0.8% | -8.0% | +7.3% | +2.5% |
| 3M | -28.1% | -31.2% | +3.0% | -17.2% |
| 6M | +27.0% | -45.8% | +72.8% | +58.5% |
| YTD | -12.8% | -37.3% | +24.5% | -0.1% |
| 1Y | +4.9% | -56.1% | +61.0% | +38.2% |
| 3Y | +321.0% | -61.1% | +382.1% | +396.2% |
| 5Y | -25.6% | -92.4% | +66.8% | +22.1% |
| All | -25.6% | -92.6% | +67.1% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling