-5.2%
DASH vs NIO
-92.8%
+87.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -6.1% | -1.8% |
| 7D | +0.4% | +5.6% | -5.2% | -1.1% |
| 30D | -6.0% | -4.2% | -1.8% | -4.9% |
| 3M | -15.8% | -26.3% | +10.6% | -8.5% |
| 6M | +7.0% | -42.5% | +49.5% | +23.3% |
| YTD | -20.7% | -33.5% | +12.9% | -14.6% |
| 1Y | -8.5% | -52.7% | +44.1% | +8.7% |
| 3Y | +101.8% | -57.5% | +159.3% | +113.0% |
| 5Y | -9.6% | -92.0% | +82.4% | +63.6% |
| All | -5.2% | -92.8% | +87.6% | +63.6% |
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