-12.4%
DXCM vs NIO
-64.6%
+52.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -2.0% |
| 7D | -3.2% | -13.0% | +9.8% | -2.7% |
| 30D | +6.3% | -18.3% | +24.6% | +7.1% |
| 3M | +21.1% | -33.2% | +54.3% | +22.7% |
| 6M | +20.6% | -21.5% | +42.1% | +20.9% |
| YTD | +32.4% | -25.5% | +57.9% | +33.0% |
| 1Y | +8.8% | -38.0% | +46.9% | +10.0% |
| All | -12.4% | -64.6% | +52.2% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling