-92.3%
NIO vs DOC
-22.8%
-69.5%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +1.5% |
| 7D | -0.6% | +8.7% | -9.3% | -5.8% |
| 30D | -3.5% | +7.6% | -11.1% | -8.1% |
| 3M | -30.7% | -5.3% | -25.4% | -28.6% |
| 6M | -45.6% | +27.6% | -73.2% | -55.7% |
| YTD | -35.3% | +32.4% | -67.7% | -49.2% |
| 1Y | -53.9% | +22.9% | -76.8% | -61.6% |
| 3Y | -59.9% | +43.1% | -103.0% | -72.5% |
| 5Y | -92.3% | -21.4% | -71.0% | -91.6% |
| All | -92.3% | -22.8% | -69.5% | -91.6% |
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