+33.2%
DLTR vs NIO
-90.3%
+123.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.4% | -5.6% |
| 7D | -5.8% | -6.7% | +0.8% | -5.5% |
| 30D | -5.2% | -20.0% | +14.8% | -4.1% |
| 3M | +15.2% | -30.5% | +45.6% | +17.5% |
| 6M | +7.1% | -20.7% | +27.8% | +7.8% |
| YTD | +0.8% | -25.7% | +26.5% | +1.8% |
| 1Y | +24.8% | -38.6% | +63.4% | +27.1% |
| 3Y | +6.9% | -62.3% | +69.2% | +9.8% |
| 5Y | +33.2% | -90.1% | +123.3% | +35.5% |
| All | +33.2% | -90.3% | +123.6% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling