+94.8%
DLR vs NIO
-46.0%
+140.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.2% |
| 7D | -2.0% | -1.8% | -0.2% | -1.9% |
| 30D | +0.5% | -6.6% | +7.2% | +0.9% |
| 3M | -4.4% | -29.9% | +25.4% | -2.6% |
| 6M | -6.4% | -46.6% | +40.2% | -3.5% |
| YTD | +19.5% | -36.5% | +55.9% | +21.8% |
| 1Y | +10.5% | -51.1% | +61.7% | +14.2% |
| 3Y | +54.0% | -55.2% | +109.3% | +56.1% |
| 5Y | +39.7% | -92.3% | +132.0% | +47.5% |
| All | +94.8% | -46.0% | +140.8% | +86.5% |
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