-38.7%
DOCS vs NIO
-92.6%
+54.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.9% | -8.0% | -3.5% |
| 7D | -0.8% | +5.6% | -6.4% | -2.2% |
| 30D | +17.4% | -4.2% | +21.6% | +18.6% |
| 3M | +57.4% | -26.3% | +83.7% | +69.6% |
| 6M | +26.5% | -42.5% | +69.1% | +44.4% |
| YTD | -26.6% | -33.5% | +6.9% | -21.4% |
| 1Y | -48.1% | -52.7% | +4.6% | -39.0% |
| 3Y | +52.6% | -57.5% | +110.1% | +64.2% |
| 5Y | -52.1% | -92.0% | +39.9% | -12.7% |
| All | -38.7% | -92.6% | +54.0% | +13.5% |
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 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