-90.6%
NIO vs DOC
-24.5%
-66.1%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | -0.4% |
| 7D | -13.0% | -1.5% | -11.6% | -12.2% |
| 30D | -18.3% | -4.8% | -13.5% | -15.9% |
| 3M | -33.2% | +6.9% | -40.1% | -36.7% |
| 6M | -21.5% | +20.7% | -42.2% | -32.7% |
| YTD | -25.5% | +34.1% | -59.6% | -41.4% |
| 1Y | -38.0% | +22.6% | -60.7% | -48.1% |
| 3Y | -65.5% | +20.8% | -86.3% | -71.5% |
| All | -90.6% | -24.5% | -66.1% | -90.5% |
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