+29.9%
DPZ vs NIO
-43.5%
+73.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.9% | -8.1% | -2.5% |
| 7D | +6.6% | +5.6% | +0.9% | +6.2% |
| 30D | +10.3% | -4.2% | +14.5% | +10.5% |
| 3M | -6.2% | -26.3% | +20.1% | -4.6% |
| 6M | +4.2% | -42.5% | +46.8% | +7.3% |
| YTD | -18.4% | -33.5% | +15.1% | -17.0% |
| 1Y | -14.9% | -52.7% | +37.7% | -11.8% |
| 3Y | -4.6% | -57.5% | +52.8% | -3.2% |
| 5Y | -27.4% | -92.0% | +64.6% | -22.4% |
| All | +29.9% | -43.5% | +73.4% | +21.8% |
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