+352.5%
DECK vs NIO
-45.0%
+397.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.4% | +2.5% | +5.6% |
| 7D | +10.4% | -0.6% | +11.0% | +10.4% |
| 30D | +11.1% | -3.5% | +14.6% | +11.5% |
| 3M | -10.8% | -30.7% | +19.9% | -7.4% |
| 6M | -8.7% | -45.6% | +36.9% | -3.2% |
| YTD | -14.0% | -35.3% | +21.2% | -10.9% |
| 1Y | +12.0% | -53.9% | +65.9% | +20.1% |
| 3Y | -10.5% | -59.9% | +49.4% | -6.9% |
| 5Y | +28.5% | -92.3% | +120.8% | +48.9% |
| All | +352.5% | -45.0% | +397.5% | +323.4% |
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