-31.1%
DOCN vs NIO
-92.6%
+61.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.0% | -12.8% | -14.9% |
| 7D | -29.3% | -3.6% | -25.7% | -28.3% |
| 30D | -46.0% | -8.0% | -38.0% | -44.3% |
| 3M | -43.2% | -31.2% | -12.0% | -35.9% |
| 6M | -53.7% | -45.8% | -8.0% | -44.1% |
| YTD | +46.9% | -37.3% | +84.2% | +65.1% |
| 1Y | +54.3% | -56.1% | +110.4% | +94.2% |
| 3Y | +185.5% | -61.1% | +246.7% | +226.6% |
| 5Y | -31.1% | -92.4% | +61.3% | +23.0% |
| All | -31.1% | -92.6% | +61.5% | +23.0% |
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