+46.0%
DGX vs NIO
-54.1%
+100.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.4% | 0.0% | +3.5% |
| 7D | +4.1% | -0.6% | +4.7% | +4.1% |
| 30D | +10.5% | -3.5% | +14.0% | +10.4% |
| 3M | +9.8% | -30.7% | +40.5% | +9.0% |
| 6M | +34.6% | -45.6% | +80.2% | +33.2% |
| YTD | +49.8% | -35.3% | +85.1% | +47.8% |
| 1Y | +46.0% | -53.9% | +99.9% | +47.4% |
| All | +46.0% | -54.1% | +100.1% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling