-42.5%
NIO vs COO
+1.4%
-43.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.8% | +7.7% | +5.7% |
| 7D | +5.6% | +4.7% | +0.9% | +6.2% |
| 30D | -4.2% | +13.9% | -18.1% | -2.4% |
| 3M | -26.3% | -14.9% | -11.4% | -31.5% |
| 6M | -42.5% | +2.0% | -44.6% | -35.3% |
| All | -42.5% | +1.4% | -43.9% | -35.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling