+341.0%
DKS vs NIO
-36.8%
+377.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.9% |
| 7D | -0.4% | -6.7% | +6.2% | +0.1% |
| 30D | -36.6% | -20.0% | -16.6% | -35.5% |
| 3M | -37.6% | -30.5% | -7.2% | -35.8% |
| 6M | -32.1% | -20.7% | -11.4% | -31.4% |
| YTD | -32.3% | -25.7% | -6.6% | -31.4% |
| 1Y | -39.5% | -38.6% | -0.9% | -37.9% |
| 3Y | +27.7% | -62.3% | +89.9% | +31.8% |
| 5Y | +15.0% | -90.1% | +105.1% | +27.2% |
| All | +341.0% | -36.8% | +377.8% | +289.9% |
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