-8.9%
DASH vs NIO
-93.5%
+84.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.9% | +2.7% | -1.5% |
| 7D | -4.1% | -4.7% | +0.6% | -2.8% |
| 30D | -10.6% | -14.3% | +3.7% | -6.5% |
| 3M | -18.8% | -32.8% | +14.0% | -9.4% |
| 6M | +11.2% | -49.8% | +61.0% | +33.4% |
| YTD | -23.8% | -40.2% | +16.4% | -15.5% |
| 1Y | -12.2% | -52.7% | +40.5% | +4.2% |
| 3Y | +97.3% | -57.9% | +155.2% | +105.9% |
| 5Y | -29.8% | -92.9% | +63.0% | +31.5% |
| All | -8.9% | -93.5% | +84.6% | +61.9% |
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