-28.0%
DPZ vs NIO
-92.3%
+64.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.4% | +2.0% | +5.2% |
| 7D | +10.1% | -0.6% | +10.7% | +10.1% |
| 30D | +14.6% | -3.5% | +18.1% | +14.9% |
| 3M | -6.8% | -30.7% | +23.9% | -4.1% |
| 6M | +4.4% | -45.6% | +50.0% | +9.2% |
| YTD | -16.8% | -35.3% | +18.5% | -14.7% |
| 1Y | -14.5% | -53.9% | +39.5% | -9.8% |
| 3Y | -1.1% | -59.9% | +58.8% | +1.7% |
| 5Y | -28.0% | -92.3% | +64.4% | -20.3% |
| All | -28.0% | -92.3% | +64.3% | -20.3% |
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