+183.5%
DGX vs NIO
-51.7%
+235.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.1% |
| 7D | +1.6% | -14.5% | +16.0% | +2.0% |
| 30D | +11.2% | -15.0% | +26.2% | +11.7% |
| 3M | +10.4% | -35.6% | +45.9% | +11.8% |
| 6M | +37.1% | -55.7% | +92.7% | +40.2% |
| YTD | +52.1% | -43.1% | +95.3% | +54.1% |
| 1Y | +40.7% | -53.5% | +94.2% | +43.4% |
| 3Y | +107.6% | -59.8% | +167.4% | +109.3% |
| 5Y | +90.6% | -93.2% | +183.8% | +98.6% |
| All | +183.5% | -51.7% | +235.2% | +164.8% |
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 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