+41.5%
DKS vs NIO
-56.4%
+97.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.9% |
| 7D | +3.8% | +6.9% | -3.1% | +3.6% |
| 30D | +8.1% | -4.7% | +12.8% | +8.3% |
| 3M | -28.6% | -28.1% | -0.6% | -27.7% |
| 6M | -33.6% | -41.7% | +8.1% | -32.3% |
| YTD | -23.8% | -33.1% | +9.4% | -23.2% |
| 1Y | -30.7% | -50.3% | +19.6% | -28.8% |
| 3Y | +41.5% | -54.4% | +95.9% | +39.7% |
| All | +41.5% | -56.4% | +97.9% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling