+110.9%
DT vs NIO
+9.9%
+101.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.1% |
| 7D | -4.9% | -6.7% | +1.8% | -3.9% |
| 30D | +2.7% | -20.0% | +22.7% | +6.2% |
| 3M | +20.0% | -30.5% | +50.4% | +26.5% |
| 6M | +28.0% | -20.7% | +48.7% | +30.4% |
| YTD | +16.0% | -25.7% | +41.7% | +18.9% |
| 1Y | +0.7% | -38.6% | +39.3% | +5.6% |
| 3Y | +6.2% | -62.3% | +68.4% | +12.5% |
| 5Y | -28.1% | -90.1% | +61.9% | -11.1% |
| All | +110.9% | +9.9% | +101.0% | +103.7% |
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