+73.0%
DAL vs NIO
-43.2%
+116.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.7% | +5.2% |
| 7D | +10.0% | +6.9% | +3.1% | +9.2% |
| 30D | +12.0% | -4.7% | +16.8% | +12.7% |
| 3M | +0.8% | -28.1% | +28.8% | +4.7% |
| 6M | +26.2% | -41.7% | +67.9% | +33.8% |
| YTD | +33.7% | -33.1% | +66.8% | +38.6% |
| 1Y | +57.6% | -50.3% | +107.9% | +68.9% |
| 3Y | +183.5% | -54.4% | +237.8% | +190.8% |
| 5Y | +114.2% | -91.6% | +205.8% | +151.1% |
| All | +73.0% | -43.2% | +116.1% | +48.1% |
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