+252.3%
DOCN vs NIO
-60.9%
+313.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.4% | -10.6% | -7.8% |
| 7D | -20.0% | -0.6% | -19.4% | -19.9% |
| 30D | -38.8% | -3.5% | -35.3% | -38.3% |
| 3M | -34.8% | -30.7% | -4.1% | -30.6% |
| 6M | -22.8% | -45.6% | +22.9% | -14.8% |
| YTD | +74.6% | -35.3% | +109.9% | +85.0% |
| 1Y | +116.4% | -53.9% | +170.3% | +142.7% |
| All | +252.3% | -60.9% | +313.2% | +274.4% |
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 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