-34.6%
DG vs NIO
-90.7%
+56.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +1.5% |
| 7D | +8.4% | -13.0% | +21.4% | +8.7% |
| 30D | +4.9% | -18.3% | +23.2% | +5.4% |
| 3M | +29.3% | -33.2% | +62.6% | +30.6% |
| 6M | -11.3% | -21.5% | +10.2% | -11.0% |
| YTD | +1.8% | -25.5% | +27.2% | +2.2% |
| 1Y | +25.3% | -38.0% | +63.3% | +26.3% |
| 3Y | +9.1% | -65.5% | +74.5% | +12.4% |
| All | -34.6% | -90.7% | +56.1% | -32.6% |
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