-43.0%
DT vs NIO
-92.1%
+49.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.9% | -6.5% | -1.5% |
| 7D | -24.7% | +5.6% | -30.3% | -25.3% |
| 30D | -27.4% | -4.2% | -23.1% | -26.9% |
| 3M | -11.1% | -26.3% | +15.2% | -7.1% |
| 6M | +13.7% | -42.5% | +56.2% | +22.6% |
| YTD | +0.2% | -33.5% | +33.8% | +4.2% |
| 1Y | -5.7% | -52.7% | +47.0% | +3.8% |
| 3Y | -8.1% | -57.5% | +49.3% | -4.1% |
| All | -43.0% | -92.1% | +49.1% | -20.0% |
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