-62.3%
NIO vs DTE
+48.7%
-110.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.4% |
| 7D | -6.7% | +0.9% | -7.5% | -6.8% |
| 30D | -20.0% | -1.9% | -18.2% | -19.8% |
| 3M | -30.5% | -3.3% | -27.1% | -30.3% |
| 6M | -20.7% | -7.1% | -13.6% | -19.6% |
| YTD | -25.7% | +8.1% | -33.8% | -28.1% |
| 1Y | -38.6% | +5.3% | -43.8% | -40.2% |
| 3Y | -62.3% | +48.2% | -110.4% | -70.5% |
| All | -62.3% | +48.7% | -110.9% | -70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling