+48.4%
DD vs NIO
-45.3%
+93.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +1.5% |
| 7D | +2.2% | +2.8% | -0.6% | +1.9% |
| 30D | +20.7% | -8.4% | +29.1% | +21.6% |
| 3M | +11.3% | -32.0% | +43.3% | +15.3% |
| 6M | +6.0% | -43.9% | +49.9% | +11.5% |
| YTD | +31.7% | -35.7% | +67.4% | +36.0% |
| 1Y | +32.2% | -51.1% | +83.4% | +40.0% |
| 3Y | +92.7% | -54.7% | +147.4% | +97.6% |
| 5Y | +72.1% | -91.7% | +163.8% | +93.5% |
| All | +48.4% | -45.3% | +93.7% | +34.4% |
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