-50.3%
NIO vs COO
-3.2%
-47.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.5% |
| 7D | +2.8% | +4.5% | -1.7% | +0.6% |
| 30D | -8.4% | +16.9% | -25.3% | -15.4% |
| 3M | -32.0% | -16.7% | -15.2% | -26.3% |
| 6M | -43.9% | +5.9% | -49.9% | -47.5% |
| YTD | -35.7% | -22.4% | -13.2% | -28.8% |
| 1Y | -51.1% | -10.1% | -41.0% | -50.4% |
| 3Y | -54.7% | -22.8% | -31.9% | -52.7% |
| 5Y | -91.7% | -41.4% | -50.3% | -90.0% |
| All | -50.3% | -3.2% | -47.1% | -54.5% |
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