+93.7%
DLR vs NIO
-43.2%
+136.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.4% |
| 7D | +2.4% | +6.9% | -4.5% | +2.0% |
| 30D | +0.7% | -4.7% | +5.5% | +1.0% |
| 3M | -6.4% | -28.1% | +21.6% | -4.8% |
| 6M | -6.5% | -41.7% | +35.2% | -4.0% |
| YTD | +18.8% | -33.1% | +51.9% | +20.8% |
| 1Y | +9.0% | -50.3% | +59.3% | +12.6% |
| 3Y | +54.5% | -54.4% | +108.8% | +56.4% |
| 5Y | +35.8% | -91.6% | +127.4% | +42.9% |
| All | +93.7% | -43.2% | +136.9% | +84.9% |
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