+29.3%
DBX vs NIO
-36.8%
+66.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.7% | -2.9% |
| 7D | -1.3% | -6.7% | +5.3% | -0.7% |
| 30D | -2.9% | -20.0% | +17.2% | -1.0% |
| 3M | +23.8% | -30.5% | +54.3% | +27.7% |
| 6M | +26.2% | -20.7% | +46.9% | +27.8% |
| YTD | +21.6% | -25.7% | +47.3% | +23.6% |
| 1Y | +11.4% | -38.6% | +50.0% | +14.7% |
| 3Y | +21.3% | -62.3% | +83.5% | +25.5% |
| 5Y | +6.7% | -90.1% | +96.7% | +18.5% |
| All | +29.3% | -36.8% | +66.2% | +22.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling