+64.9%
DGX vs NIO
-90.3%
+155.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.1% |
| 7D | -2.2% | -4.1% | +1.9% | -2.1% |
| 30D | -0.9% | -23.2% | +22.3% | -0.1% |
| 3M | +15.6% | -29.9% | +45.5% | +16.8% |
| 6M | +17.8% | -25.1% | +42.9% | +18.4% |
| YTD | +37.5% | -27.5% | +64.9% | +38.3% |
| 1Y | +31.2% | -41.1% | +72.2% | +32.6% |
| 3Y | +96.6% | -63.1% | +159.7% | +98.1% |
| 5Y | +64.9% | -90.4% | +155.3% | +66.3% |
| All | +64.9% | -90.3% | +155.2% | +66.3% |
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