+84.4%
DT vs NIO
-1.2%
+85.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -20.2% | +6.9% | -27.1% | -21.1% |
| 30D | -30.8% | -4.7% | -26.0% | -30.3% |
| 3M | -10.2% | -28.1% | +17.8% | -5.8% |
| 6M | +8.0% | -41.7% | +49.7% | +16.1% |
| YTD | +1.5% | -33.1% | +34.6% | +5.4% |
| 1Y | -6.9% | -50.3% | +43.4% | +1.3% |
| 3Y | -10.9% | -54.4% | +43.4% | -8.8% |
| 5Y | -42.2% | -91.6% | +49.4% | -26.6% |
| All | +84.4% | -1.2% | +85.5% | +80.7% |
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