+7.4%
DASH vs NIO
-90.7%
+98.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.1% | -4.2% |
| 7D | -10.6% | -13.0% | +2.5% | -7.1% |
| 30D | +2.2% | -18.3% | +20.4% | +7.7% |
| 3M | +32.3% | -33.2% | +65.5% | +46.8% |
| 6M | +19.1% | -21.5% | +40.6% | +23.3% |
| YTD | -6.5% | -25.5% | +19.0% | -2.6% |
| 1Y | -14.9% | -38.0% | +23.1% | -7.9% |
| 3Y | +151.9% | -65.5% | +217.4% | +195.9% |
| All | +7.4% | -90.7% | +98.1% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling