+345.6%
DECK vs NIO
-46.7%
+392.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.2% |
| 7D | +6.0% | -3.6% | +9.6% | +6.4% |
| 30D | +7.4% | -8.0% | +15.5% | +8.4% |
| 3M | -11.7% | -31.2% | +19.5% | -8.2% |
| 6M | -11.0% | -45.8% | +34.8% | -5.5% |
| YTD | -15.4% | -37.3% | +21.9% | -12.0% |
| 1Y | +7.2% | -56.1% | +63.4% | +15.5% |
| 3Y | -11.8% | -61.1% | +49.3% | -8.0% |
| 5Y | +24.3% | -92.4% | +116.8% | +44.3% |
| All | +345.6% | -46.7% | +392.2% | +318.2% |
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