-34.0%
DG vs NIO
-92.1%
+58.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.9% | -9.0% | -3.2% |
| 7D | +1.1% | +5.6% | -4.5% | +1.0% |
| 30D | +9.5% | -4.2% | +13.7% | +9.6% |
| 3M | +5.5% | -26.3% | +31.8% | +6.2% |
| 6M | +16.1% | -42.5% | +58.6% | +17.5% |
| YTD | +2.7% | -33.5% | +36.2% | +3.3% |
| 1Y | +42.1% | -52.7% | +94.7% | +44.2% |
| 3Y | +19.3% | -57.5% | +76.7% | +21.3% |
| All | -34.0% | -92.1% | +58.1% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling