+152.4%
DKNG vs NIO
+0.3%
+152.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.1% | +1.3% | +3.7% |
| 7D | +3.0% | -2.9% | +5.9% | +3.7% |
| 30D | -3.0% | -18.7% | +15.7% | +1.4% |
| 3M | -17.6% | -29.4% | +11.9% | -11.3% |
| 6M | -3.2% | -32.5% | +29.3% | +4.4% |
| YTD | -28.2% | -27.6% | -0.6% | -24.4% |
| 1Y | -46.1% | -39.2% | -6.9% | -41.8% |
| 3Y | -22.2% | -64.3% | +42.1% | -13.6% |
| 5Y | -60.4% | -90.3% | +29.9% | -46.3% |
| All | +152.4% | +0.3% | +152.2% | +171.7% |
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