-100.0%
DFNS vs NIO
-55.4%
-44.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.2% | +13.9% | +13.2% |
| 7D | -13.0% | -1.8% | -11.2% | -12.7% |
| 30D | -56.9% | -6.6% | -50.2% | -56.0% |
| 3M | -93.2% | -29.9% | -63.4% | -92.0% |
| 6M | -95.4% | -46.6% | -48.8% | -94.1% |
| YTD | -99.5% | -36.5% | -63.0% | -99.4% |
| 1Y | -99.6% | -51.1% | -48.5% | -99.5% |
| All | -100.0% | -55.4% | -44.5% | -100.0% |
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