+102.8%
DUK vs NIO
-40.3%
+143.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.9% |
| 7D | -1.7% | -7.3% | +5.6% | -1.6% |
| 30D | -2.2% | -22.5% | +20.3% | -2.1% |
| 3M | -3.7% | -30.9% | +27.2% | -3.5% |
| 6M | -6.3% | -37.2% | +30.8% | -6.1% |
| YTD | +4.5% | -29.8% | +34.3% | +4.6% |
| 1Y | +1.8% | -37.4% | +39.2% | +2.0% |
| 3Y | +46.8% | -64.3% | +111.2% | +47.2% |
| 5Y | +40.2% | -90.6% | +130.8% | +41.0% |
| All | +102.8% | -40.3% | +143.1% | +93.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling