+144.1%
COP vs NIO
-43.2%
+187.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -8.4% | +6.9% | -15.3% | -8.8% |
| 30D | +0.3% | -4.7% | +5.0% | +0.5% |
| 3M | +15.1% | -28.1% | +43.2% | +17.2% |
| 6M | +19.8% | -41.7% | +61.5% | +23.3% |
| YTD | +46.8% | -33.1% | +80.0% | +49.2% |
| 1Y | +59.7% | -50.3% | +110.0% | +65.4% |
| 3Y | +28.7% | -54.4% | +83.0% | +30.2% |
| 5Y | +110.7% | -91.6% | +202.3% | +129.6% |
| All | +144.1% | -43.2% | +187.3% | +114.0% |
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