-20.2%
DOCN vs NIO
-92.3%
+72.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.4% | -10.6% | -8.3% |
| 7D | -20.0% | -0.6% | -19.4% | -19.9% |
| 30D | -38.8% | -3.5% | -35.3% | -37.9% |
| 3M | -34.8% | -30.7% | -4.1% | -26.7% |
| 6M | -22.8% | -45.6% | +22.9% | -7.2% |
| YTD | +74.6% | -35.3% | +109.9% | +94.0% |
| 1Y | +116.4% | -53.9% | +170.3% | +167.9% |
| 3Y | +239.3% | -59.9% | +299.2% | +283.7% |
| 5Y | -20.2% | -92.3% | +72.1% | +40.6% |
| All | -20.2% | -92.3% | +72.1% | +40.6% |
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