-53.9%
NIO vs DOC
+21.8%
-75.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +3.1% |
| 7D | -0.6% | +8.7% | -9.3% | -1.4% |
| 30D | -3.5% | +7.6% | -11.1% | -4.3% |
| 3M | -30.7% | -5.3% | -25.4% | -30.4% |
| 6M | -45.6% | +27.6% | -73.2% | -48.4% |
| YTD | -35.3% | +32.4% | -67.7% | -39.3% |
| 1Y | -53.9% | +22.9% | -76.8% | -55.0% |
| All | -53.9% | +21.8% | -75.7% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling