-92.4%
NIO vs DOC
-22.1%
-70.4%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -3.6% | +6.2% | -9.8% | -7.3% |
| 30D | -8.0% | +6.5% | -14.5% | -11.8% |
| 3M | -31.2% | -6.2% | -24.9% | -28.6% |
| 6M | -45.8% | +25.6% | -71.4% | -55.2% |
| YTD | -37.3% | +32.1% | -69.3% | -50.7% |
| 1Y | -56.1% | +20.3% | -76.4% | -62.9% |
| 3Y | -61.1% | +42.7% | -103.9% | -73.3% |
| 5Y | -92.4% | -22.2% | -70.3% | -91.7% |
| All | -92.4% | -22.1% | -70.4% | -91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling