-56.1%
NIO vs COO
-4.6%
-51.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.7% | -5.3% |
| 7D | -14.5% | +0.5% | -14.9% | -14.6% |
| 30D | -15.0% | +14.2% | -29.1% | -20.5% |
| 3M | -35.6% | -18.2% | -17.3% | -29.6% |
| 6M | -55.7% | +5.3% | -61.0% | -58.3% |
| YTD | -43.1% | -23.6% | -19.6% | -36.6% |
| 1Y | -53.5% | -12.7% | -40.8% | -52.1% |
| 3Y | -59.8% | -24.2% | -35.6% | -57.7% |
| 5Y | -93.2% | -40.0% | -53.2% | -91.9% |
| All | -56.1% | -4.6% | -51.4% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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