+39.3%
DLTR vs NIO
-38.3%
+77.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -4.5% |
| 7D | -10.2% | -4.1% | -6.1% | -10.1% |
| 30D | -8.5% | -23.2% | +14.7% | -7.6% |
| 3M | +5.6% | -29.9% | +35.5% | +7.0% |
| 6M | +2.2% | -25.1% | +27.3% | +3.0% |
| YTD | -3.8% | -27.5% | +23.7% | -3.0% |
| 1Y | +22.9% | -41.1% | +64.0% | +24.8% |
| 3Y | +2.0% | -63.1% | +65.2% | +3.7% |
| 5Y | +29.8% | -90.4% | +120.2% | +34.5% |
| All | +39.3% | -38.3% | +77.7% | +33.1% |
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