-5.1%
DASH vs NIO
-93.2%
+88.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.0% | -6.4% | -8.5% |
| 7D | +0.5% | -3.6% | +4.1% | +1.7% |
| 30D | -7.1% | -8.0% | +1.0% | -4.7% |
| 3M | -13.2% | -31.2% | +18.0% | -3.8% |
| 6M | +8.3% | -45.8% | +54.1% | +27.0% |
| YTD | -20.6% | -37.3% | +16.7% | -13.0% |
| 1Y | -24.4% | -56.1% | +31.7% | -8.0% |
| 3Y | +94.5% | -61.1% | +155.6% | +111.9% |
| 5Y | -9.4% | -92.4% | +83.0% | +66.7% |
| All | -5.1% | -93.2% | +88.1% | +66.6% |
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