+6.9%
DLTR vs NIO
-62.3%
+69.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.4% | -5.6% |
| 7D | -5.8% | -6.7% | +0.8% | -5.6% |
| 30D | -5.2% | -20.0% | +14.8% | -4.4% |
| 3M | +15.2% | -30.5% | +45.6% | +16.9% |
| 6M | +7.1% | -20.7% | +27.8% | +7.4% |
| YTD | +0.8% | -25.7% | +26.5% | +1.4% |
| 1Y | +24.8% | -38.6% | +63.4% | +26.5% |
| 3Y | +6.9% | -62.3% | +69.2% | +11.5% |
| All | +6.9% | -62.3% | +69.2% | +11.5% |
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 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