+70.5%
DOCN vs NIO
-91.8%
+162.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.9% | -3.4% | +0.6% |
| 7D | -19.2% | +5.6% | -24.8% | -20.5% |
| 30D | -43.1% | -4.2% | -38.8% | -42.0% |
| 3M | -40.7% | -26.3% | -14.4% | -34.6% |
| 6M | -55.0% | -42.5% | -12.4% | -46.7% |
| YTD | +50.6% | -33.5% | +84.2% | +66.1% |
| 1Y | +54.0% | -52.7% | +106.6% | +88.7% |
| 3Y | +203.9% | -57.5% | +261.4% | +235.8% |
| 5Y | -29.4% | -92.0% | +62.6% | +28.0% |
| All | +70.5% | -91.8% | +162.3% | +187.8% |
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