-42.4%
NIO vs COO
+5.9%
-48.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.8% |
| 7D | -13.0% | -2.2% | -10.8% | -12.0% |
| 30D | -18.3% | -7.0% | -11.3% | -15.3% |
| 3M | -33.2% | +12.2% | -45.4% | -38.1% |
| 6M | -21.5% | -15.1% | -6.4% | -15.8% |
| YTD | -25.5% | -15.1% | -10.4% | -20.2% |
| 1Y | -38.0% | +2.3% | -40.3% | -40.8% |
| 3Y | -65.5% | -23.7% | -41.8% | -62.7% |
| 5Y | -90.6% | -38.9% | -51.7% | -88.8% |
| All | -42.4% | +5.9% | -48.4% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling