+404.5%
DKS vs NIO
-45.3%
+449.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +1.9% |
| 7D | +9.4% | +2.8% | +6.6% | +9.2% |
| 30D | +9.8% | -8.4% | +18.1% | +10.5% |
| 3M | -29.3% | -32.0% | +2.7% | -27.1% |
| 6M | -32.6% | -43.9% | +11.4% | -29.6% |
| YTD | -22.6% | -35.7% | +13.1% | -20.6% |
| 1Y | -29.8% | -51.1% | +21.3% | -26.3% |
| 3Y | +43.2% | -54.7% | +97.9% | +45.4% |
| 5Y | +29.8% | -91.7% | +121.5% | +45.8% |
| All | +404.5% | -45.3% | +449.8% | +351.2% |
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 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