+107.6%
DGX vs NIO
-60.1%
+167.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.1% |
| 7D | +1.6% | -14.5% | +16.0% | +1.9% |
| 30D | +11.2% | -15.0% | +26.2% | +11.6% |
| 3M | +10.4% | -35.6% | +45.9% | +11.5% |
| 6M | +37.1% | -55.7% | +92.7% | +39.7% |
| YTD | +52.1% | -43.1% | +95.3% | +53.5% |
| 1Y | +40.7% | -53.5% | +94.2% | +42.9% |
| 3Y | +107.6% | -59.8% | +167.4% | +105.0% |
| All | +107.6% | -60.1% | +167.7% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling