-26.7%
DT vs NIO
-90.7%
+64.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.4% |
| 7D | -3.3% | -13.0% | +9.7% | -1.2% |
| 30D | +2.0% | -18.3% | +20.3% | +5.2% |
| 3M | +20.0% | -33.2% | +53.2% | +27.5% |
| 6M | +39.3% | -21.5% | +60.8% | +41.9% |
| YTD | +19.8% | -25.5% | +45.2% | +22.6% |
| 1Y | +4.3% | -38.0% | +42.3% | +9.2% |
| 3Y | +7.7% | -65.5% | +73.2% | +19.0% |
| All | -26.7% | -90.7% | +64.0% | +6.2% |
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