+68.2%
DLTR vs NIO
-46.0%
+114.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.5% |
| 7D | -2.8% | -1.8% | -1.0% | -2.7% |
| 30D | +21.5% | -6.6% | +28.1% | +21.8% |
| 3M | +11.6% | -29.9% | +41.5% | +13.1% |
| 6M | +58.7% | -46.6% | +105.4% | +62.4% |
| YTD | +16.2% | -36.5% | +52.6% | +17.7% |
| 1Y | +34.8% | -51.1% | +86.0% | +38.0% |
| 3Y | +25.3% | -55.2% | +80.5% | +26.5% |
| 5Y | +25.8% | -92.3% | +118.1% | +31.4% |
| All | +68.2% | -46.0% | +114.2% | +61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling