-44.1%
NIO vs DTE
+79.6%
-123.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.4% |
| 7D | -2.9% | -2.6% | -0.3% | -2.3% |
| 30D | -18.7% | -4.4% | -14.3% | -17.9% |
| 3M | -29.4% | -8.3% | -21.1% | -28.1% |
| 6M | -32.5% | -8.1% | -24.5% | -31.4% |
| YTD | -27.6% | +4.4% | -32.1% | -28.9% |
| 1Y | -39.2% | +0.2% | -39.4% | -39.7% |
| 3Y | -64.3% | +42.6% | -106.9% | -67.9% |
| 5Y | -90.3% | +31.5% | -121.8% | -91.1% |
| All | -44.1% | +79.6% | -123.7% | -56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling