-38.0%
NIO vs DTE
+3.0%
-41.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.7% |
| 7D | -13.0% | +0.2% | -13.2% | -13.0% |
| 30D | -18.3% | -2.6% | -15.7% | -18.6% |
| 3M | -33.2% | -3.9% | -29.3% | -34.2% |
| 6M | -21.5% | -7.9% | -13.6% | -22.2% |
| YTD | -25.5% | +7.2% | -32.7% | -23.7% |
| 1Y | -38.0% | +3.1% | -41.1% | -33.8% |
| All | -38.0% | +3.0% | -41.0% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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