+58.6%
DVN vs NIO
-51.7%
+110.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +1.3% |
| 7D | +10.4% | -14.5% | +24.8% | +12.1% |
| 30D | -6.7% | -15.0% | +8.3% | -5.3% |
| 3M | +5.6% | -35.6% | +41.2% | +10.2% |
| 6M | +0.7% | -55.7% | +56.3% | +8.9% |
| YTD | +29.6% | -43.1% | +72.7% | +35.4% |
| 1Y | +36.3% | -53.5% | +89.8% | +45.4% |
| 3Y | +13.2% | -59.8% | +73.0% | +17.0% |
| 5Y | +38.6% | -93.2% | +131.8% | +64.1% |
| All | +58.6% | -51.7% | +110.3% | +36.4% |
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 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