-36.6%
DT vs NIO
-93.2%
+56.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | +0.5% |
| 7D | +3.1% | -14.5% | +17.6% | +5.5% |
| 30D | -29.5% | -15.0% | -14.6% | -27.8% |
| 3M | -11.7% | -35.6% | +23.8% | -5.9% |
| 6M | +29.0% | -55.7% | +84.7% | +44.9% |
| YTD | +3.4% | -43.1% | +46.5% | +9.9% |
| 1Y | -4.2% | -53.5% | +49.3% | +5.2% |
| 3Y | -12.8% | -59.8% | +47.0% | -9.2% |
| All | -36.6% | -93.2% | +56.6% | -10.4% |
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