+102.1%
DASH vs NIO
-62.1%
+164.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.0% | -6.4% | -9.2% |
| 7D | +0.5% | -3.6% | +4.1% | +0.7% |
| 30D | -7.1% | -8.0% | +1.0% | -6.6% |
| 3M | -13.2% | -31.2% | +18.0% | -11.6% |
| 6M | +8.3% | -45.8% | +54.1% | +11.5% |
| YTD | -20.6% | -37.3% | +16.7% | -19.2% |
| 1Y | -24.4% | -56.1% | +31.7% | -21.0% |
| All | +102.1% | -62.1% | +164.2% | +105.0% |
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