+64.3%
DAL vs NIO
-43.5%
+107.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.9% | -3.8% | +1.4% |
| 7D | +8.8% | +5.6% | +3.2% | +8.1% |
| 30D | +5.4% | -4.2% | +9.6% | +5.9% |
| 3M | -4.9% | -26.3% | +21.4% | -1.6% |
| 6M | +19.8% | -42.5% | +62.4% | +27.3% |
| YTD | +27.0% | -33.5% | +60.5% | +31.7% |
| 1Y | +52.5% | -52.7% | +105.1% | +64.3% |
| 3Y | +173.8% | -57.5% | +231.3% | +183.4% |
| 5Y | +104.5% | -92.0% | +196.5% | +140.9% |
| All | +64.3% | -43.5% | +107.8% | +40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling