+62.5%
DLTR vs NIO
-51.7%
+114.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.7% | -2.1% |
| 7D | +5.3% | -14.5% | +19.7% | +5.9% |
| 30D | +13.4% | -15.0% | +28.4% | +14.1% |
| 3M | +6.6% | -35.6% | +42.2% | +8.4% |
| 6M | +59.1% | -55.7% | +114.7% | +64.0% |
| YTD | +12.3% | -43.1% | +55.4% | +14.2% |
| 1Y | +33.9% | -53.5% | +87.4% | +37.3% |
| 3Y | +23.0% | -59.8% | +82.8% | +24.7% |
| 5Y | +22.1% | -93.2% | +115.3% | +28.1% |
| All | +62.5% | -51.7% | +114.2% | +56.6% |
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