+62.5%
DAL vs NIO
-51.7%
+114.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +0.2% |
| 7D | -1.1% | -14.5% | +13.4% | +0.8% |
| 30D | +12.8% | -15.0% | +27.8% | +15.1% |
| 3M | -5.3% | -35.6% | +30.3% | -0.3% |
| 6M | +22.4% | -55.7% | +78.0% | +34.1% |
| YTD | +25.6% | -43.1% | +68.7% | +32.7% |
| 1Y | +45.5% | -53.5% | +99.0% | +57.2% |
| 3Y | +161.0% | -59.8% | +220.8% | +171.8% |
| 5Y | +112.2% | -93.2% | +205.4% | +155.0% |
| All | +62.5% | -51.7% | +114.2% | +41.9% |
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