+54.7%
DLTR vs NIO
-36.7%
+91.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.4% |
| 7D | +2.5% | -13.0% | +15.5% | +3.0% |
| 30D | +2.1% | -18.3% | +20.3% | +2.8% |
| 3M | +20.3% | -33.2% | +53.5% | +22.1% |
| 6M | +11.5% | -21.5% | +33.0% | +12.1% |
| YTD | +6.8% | -25.5% | +32.3% | +7.6% |
| 1Y | +31.1% | -38.0% | +69.1% | +32.7% |
| 3Y | +10.7% | -65.5% | +76.1% | +12.8% |
| 5Y | +41.6% | -90.6% | +132.2% | +46.7% |
| All | +54.7% | -36.7% | +91.3% | +47.5% |
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 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