+413.0%
DE vs NIO
-51.7%
+464.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.4% |
| 7D | +0.3% | -14.5% | +14.7% | +1.4% |
| 30D | +3.6% | -15.0% | +18.5% | +4.8% |
| 3M | +10.2% | -35.6% | +45.8% | +13.7% |
| 6M | +16.6% | -55.7% | +72.2% | +23.3% |
| YTD | +45.8% | -43.1% | +89.0% | +50.7% |
| 1Y | +43.9% | -53.5% | +97.4% | +50.8% |
| 3Y | +89.6% | -59.8% | +149.4% | +94.6% |
| 5Y | +100.3% | -93.2% | +193.5% | +123.5% |
| All | +413.0% | -51.7% | +464.6% | +378.4% |
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