+96.5%
COST vs NIO
-58.0%
+154.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.3% | +0.5% |
| 7D | +2.5% | -4.7% | +7.2% | +2.5% |
| 30D | +14.6% | -14.3% | +28.9% | +14.7% |
| 3M | +15.2% | -32.8% | +48.0% | +15.7% |
| 6M | +7.2% | -49.8% | +57.0% | +8.0% |
| YTD | +27.4% | -40.2% | +67.6% | +27.8% |
| 1Y | +20.2% | -52.7% | +72.9% | +21.2% |
| All | +96.5% | -58.0% | +154.5% | +98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling