+69.3%
DVN vs NIO
-40.3%
+109.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.4% | +2.5% |
| 7D | +2.5% | -7.3% | +9.8% | +3.3% |
| 30D | +10.2% | -22.5% | +32.7% | +13.1% |
| 3M | +8.1% | -30.9% | +39.0% | +12.2% |
| 6M | +15.9% | -37.2% | +53.1% | +20.7% |
| YTD | +38.2% | -29.8% | +68.0% | +41.7% |
| 1Y | +44.5% | -37.4% | +81.9% | +49.2% |
| 3Y | +5.1% | -64.3% | +69.5% | +10.2% |
| 5Y | +124.3% | -90.6% | +214.9% | +156.7% |
| All | +69.3% | -40.3% | +109.6% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling