+415.1%
DE vs NIO
-40.3%
+455.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +0.3% |
| 7D | -2.4% | -7.3% | +4.9% | -1.8% |
| 30D | +9.7% | -22.5% | +32.2% | +11.7% |
| 3M | +21.4% | -30.9% | +52.3% | +24.5% |
| 6M | +15.0% | -37.2% | +52.2% | +18.4% |
| YTD | +46.4% | -29.8% | +76.2% | +49.2% |
| 1Y | +45.6% | -37.4% | +83.0% | +49.1% |
| 3Y | +76.8% | -64.3% | +141.1% | +82.9% |
| 5Y | +99.4% | -90.6% | +190.0% | +117.5% |
| All | +415.1% | -40.3% | +455.4% | +373.5% |
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