+62.6%
DVN vs NIO
-36.7%
+99.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.3% |
| 7D | +1.5% | -13.0% | +14.5% | +3.0% |
| 30D | +14.2% | -18.3% | +32.5% | +16.5% |
| 3M | +5.2% | -33.2% | +38.5% | +9.6% |
| 6M | +11.9% | -21.5% | +33.4% | +13.6% |
| YTD | +32.8% | -25.5% | +58.3% | +35.4% |
| 1Y | +38.6% | -38.0% | +76.6% | +43.2% |
| 3Y | +0.5% | -65.5% | +66.0% | +5.8% |
| 5Y | +111.0% | -90.6% | +201.6% | +141.7% |
| All | +62.6% | -36.7% | +99.3% | +36.3% |
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 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