-99.9%
DFNS vs NIO
-69.3%
-30.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +0.8% |
| 7D | -16.0% | -13.0% | -3.0% | -14.1% |
| 30D | -77.7% | -18.3% | -59.4% | -76.9% |
| 3M | -77.2% | -33.2% | -44.0% | -75.7% |
| 6M | -95.2% | -21.5% | -73.7% | -95.0% |
| YTD | -98.0% | -25.5% | -72.5% | -97.9% |
| 1Y | -98.3% | -38.0% | -60.3% | -98.2% |
| 3Y | -99.9% | -65.5% | -34.4% | -99.9% |
| 5Y | -99.9% | -90.6% | -9.3% | -99.9% |
| All | -99.9% | -69.3% | -30.5% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling