+162.0%
DHR vs NIO
-45.3%
+207.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.7% |
| 7D | +2.6% | +2.8% | -0.2% | +2.4% |
| 30D | +7.4% | -8.4% | +15.8% | +8.0% |
| 3M | +13.0% | -32.0% | +44.9% | +15.6% |
| 6M | +38.5% | -43.9% | +82.4% | +43.1% |
| YTD | +3.8% | -35.7% | +39.4% | +5.9% |
| 1Y | +12.6% | -51.1% | +63.8% | +16.9% |
| 3Y | +22.0% | -54.7% | +76.7% | +23.6% |
| 5Y | -9.5% | -91.7% | +82.2% | -3.0% |
| All | +162.0% | -45.3% | +207.3% | +156.1% |
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