+47.4%
DD vs NIO
-64.6%
+111.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.5% |
| 7D | -3.5% | -13.0% | +9.5% | -1.9% |
| 30D | -10.3% | -18.3% | +8.0% | -8.2% |
| 3M | -7.5% | -33.2% | +25.7% | -3.2% |
| 6M | -8.0% | -21.5% | +13.5% | -6.2% |
| YTD | +10.5% | -25.5% | +36.0% | +13.1% |
| 1Y | +38.3% | -38.0% | +76.3% | +43.9% |
| All | +47.4% | -64.6% | +111.9% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling