+97.1%
DGX vs NIO
-63.5%
+160.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -0.3% | -6.7% | +6.3% | -0.1% |
| 30D | -1.2% | -20.0% | +18.8% | -0.7% |
| 3M | +19.9% | -30.5% | +50.4% | +20.9% |
| 6M | +19.2% | -20.7% | +39.9% | +19.4% |
| YTD | +37.5% | -25.7% | +63.2% | +37.9% |
| 1Y | +31.3% | -38.6% | +69.9% | +32.2% |
| All | +97.1% | -63.5% | +160.6% | +95.0% |
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