+26.9%
DBX vs NIO
-46.0%
+72.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.6% | +2.5% |
| 7D | -8.1% | -1.8% | -6.3% | -8.0% |
| 30D | -4.9% | -6.6% | +1.7% | -4.4% |
| 3M | -2.7% | -29.9% | +27.2% | +0.1% |
| 6M | +25.2% | -46.6% | +71.8% | +31.6% |
| YTD | +19.3% | -36.5% | +55.8% | +22.7% |
| 1Y | +6.6% | -51.1% | +57.7% | +12.1% |
| 3Y | +24.6% | -55.2% | +79.9% | +26.8% |
| 5Y | +23.5% | -92.3% | +115.8% | +39.9% |
| All | +26.9% | -46.0% | +72.9% | +21.9% |
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