+99.2%
DINO vs NIO
-36.8%
+136.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.0% | +2.8% |
| 7D | +4.2% | -6.7% | +10.8% | +4.6% |
| 30D | +33.9% | -20.0% | +53.9% | +35.7% |
| 3M | +50.5% | -30.5% | +81.0% | +54.0% |
| 6M | +95.2% | -20.7% | +115.9% | +96.8% |
| YTD | +140.6% | -25.7% | +166.2% | +143.3% |
| 1Y | +119.0% | -38.6% | +157.5% | +123.8% |
| 3Y | +100.4% | -62.3% | +162.6% | +105.7% |
| 5Y | +324.6% | -90.1% | +414.7% | +361.0% |
| All | +99.2% | -36.8% | +136.1% | +75.9% |
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