-42.4%
NIO vs DOC
+17.4%
-59.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | -0.7% |
| 7D | -13.0% | -1.5% | -11.6% | -12.4% |
| 30D | -18.3% | -4.8% | -13.5% | -16.5% |
| 3M | -33.2% | +6.9% | -40.1% | -35.7% |
| 6M | -21.5% | +20.7% | -42.2% | -29.7% |
| YTD | -25.5% | +34.1% | -59.6% | -37.0% |
| 1Y | -38.0% | +22.6% | -60.7% | -45.3% |
| 3Y | -65.5% | +20.8% | -86.3% | -69.6% |
| 5Y | -90.6% | -24.9% | -65.7% | -90.0% |
| All | -42.4% | +17.4% | -59.8% | -58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling