+19.6%
DOCU vs NIO
-36.7%
+56.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +3.9% |
| 7D | +6.9% | -13.0% | +19.9% | +9.2% |
| 30D | +19.0% | -18.3% | +37.3% | +22.7% |
| 3M | +34.3% | -33.2% | +67.5% | +42.9% |
| 6M | +48.0% | -21.5% | +69.5% | +51.5% |
| YTD | 0.0% | -25.5% | +25.5% | +2.8% |
| 1Y | -10.3% | -38.0% | +27.7% | -5.8% |
| 3Y | +32.4% | -65.5% | +97.9% | +42.9% |
| 5Y | -77.9% | -90.6% | +12.7% | -72.5% |
| All | +19.6% | -36.7% | +56.3% | +34.1% |
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