+119.6%
DVN vs NIO
-90.3%
+209.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -1.3% | -6.7% | +5.3% | -0.7% |
| 30D | +12.6% | -20.0% | +32.7% | +14.9% |
| 3M | +8.1% | -30.5% | +38.6% | +11.7% |
| 6M | +10.2% | -20.7% | +30.9% | +11.5% |
| YTD | +33.8% | -25.7% | +59.5% | +36.0% |
| 1Y | +43.9% | -38.6% | +82.5% | +48.4% |
| 3Y | +1.7% | -62.3% | +64.0% | +6.0% |
| 5Y | +119.6% | -90.1% | +209.7% | +168.8% |
| All | +119.6% | -90.3% | +209.9% | +168.8% |
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