+168.1%
DAL vs NIO
-62.1%
+230.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.3% | -4.1% |
| 7D | +4.6% | -3.6% | +8.2% | +4.9% |
| 30D | +2.3% | -8.0% | +10.4% | +3.1% |
| 3M | -8.1% | -31.2% | +23.1% | -5.1% |
| 6M | +21.4% | -45.8% | +67.2% | +27.6% |
| YTD | +24.3% | -37.3% | +61.6% | +28.3% |
| 1Y | +47.4% | -56.1% | +103.5% | +57.0% |
| All | +168.1% | -62.1% | +230.2% | +169.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling