+24.2%
DD vs NIO
-36.8%
+61.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -0.6% | -6.7% | +6.1% | 0.0% |
| 30D | -7.4% | -20.0% | +12.6% | -5.5% |
| 3M | -6.4% | -30.5% | +24.0% | -3.3% |
| 6M | -2.5% | -20.7% | +18.2% | -1.0% |
| YTD | +10.2% | -25.7% | +35.9% | +12.4% |
| 1Y | +36.9% | -38.6% | +75.5% | +41.5% |
| 3Y | +47.0% | -62.3% | +109.3% | +52.8% |
| 5Y | +63.1% | -90.1% | +153.2% | +80.4% |
| All | +24.2% | -36.8% | +61.0% | +11.1% |
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