-44.8%
COMP vs NIO
-90.9%
+46.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.1% |
| 7D | +1.4% | -13.0% | +14.4% | +6.7% |
| 30D | -13.3% | -18.3% | +5.0% | -6.8% |
| 3M | +41.1% | -33.2% | +74.3% | +62.8% |
| 6M | +17.2% | -21.5% | +38.7% | +24.6% |
| YTD | +5.2% | -25.5% | +30.7% | +12.6% |
| 1Y | +18.9% | -38.0% | +56.9% | +33.7% |
| 3Y | +215.9% | -65.5% | +281.4% | +298.2% |
| 5Y | -31.2% | -90.6% | +59.4% | +15.7% |
| All | -44.8% | -90.9% | +46.0% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling