+158.0%
DGX vs NIO
-36.7%
+194.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.9% |
| 7D | -2.3% | -13.0% | +10.7% | -1.9% |
| 30D | +0.6% | -18.3% | +18.8% | +1.1% |
| 3M | +21.4% | -33.2% | +54.6% | +22.8% |
| 6M | +14.7% | -21.5% | +36.2% | +15.2% |
| YTD | +38.4% | -25.5% | +63.9% | +39.2% |
| 1Y | +34.0% | -38.0% | +72.0% | +35.2% |
| 3Y | +92.7% | -65.5% | +158.1% | +95.1% |
| 5Y | +67.7% | -90.6% | +158.3% | +73.0% |
| All | +158.0% | -36.7% | +194.7% | +139.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling