+117.6%
DT vs NIO
+10.1%
+107.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.1% |
| 3M | +20.0% | -33.2% | +53.2% | +27.3% |
| 6M | +39.3% | -21.5% | +60.8% | +42.1% |
| YTD | +19.8% | -25.5% | +45.2% | +22.6% |
| 1Y | +4.3% | -38.0% | +42.3% | +9.1% |
| 3Y | +7.7% | -65.5% | +73.2% | +16.0% |
| 5Y | -26.8% | -90.6% | +63.8% | -8.8% |
| All | +117.6% | +10.1% | +107.5% | +110.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling