-9.5%
DASH vs NIO
-93.8%
+84.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | +0.8% |
| 7D | -4.5% | -14.5% | +9.9% | -0.2% |
| 30D | -6.8% | -15.0% | +8.2% | -2.4% |
| 3M | -20.7% | -35.6% | +14.9% | -10.5% |
| 6M | +15.1% | -55.7% | +70.7% | +43.3% |
| YTD | -24.3% | -43.1% | +18.9% | -14.8% |
| 1Y | -12.1% | -53.5% | +41.4% | +4.6% |
| 3Y | +91.1% | -59.8% | +150.9% | +102.0% |
| 5Y | -30.3% | -93.2% | +62.9% | +32.5% |
| All | -9.5% | -93.8% | +84.3% | +63.2% |
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