+320.0%
COST vs NIO
-36.7%
+356.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -1.0% |
| 7D | -3.1% | -13.0% | +9.9% | -2.6% |
| 30D | -2.8% | -18.3% | +15.5% | -2.0% |
| 3M | -5.7% | -33.2% | +27.5% | -4.2% |
| 6M | -8.8% | -21.5% | +12.7% | -8.2% |
| YTD | +6.7% | -25.5% | +32.2% | +7.5% |
| 1Y | -3.6% | -38.0% | +34.4% | -2.4% |
| 3Y | +75.1% | -65.5% | +140.5% | +78.6% |
| 5Y | +108.9% | -90.6% | +199.5% | +118.9% |
| All | +320.0% | -36.7% | +356.7% | +302.9% |
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