+28.9%
DG vs NIO
-36.8%
+65.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.0% |
| 7D | -2.5% | -6.7% | +4.2% | -2.3% |
| 30D | +1.0% | -20.0% | +21.1% | +1.6% |
| 3M | +20.3% | -30.5% | +50.8% | +21.5% |
| 6M | -11.7% | -20.7% | +9.0% | -11.4% |
| YTD | -2.3% | -25.7% | +23.4% | -1.8% |
| 1Y | +20.0% | -38.6% | +58.6% | +21.1% |
| 3Y | +7.2% | -62.3% | +69.5% | +8.8% |
| 5Y | -37.9% | -90.1% | +52.1% | -35.5% |
| All | +28.9% | -36.8% | +65.8% | +25.7% |
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