-90.4%
NIO vs DTE
+31.9%
-122.3%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.1% |
| 7D | -4.1% | 0.0% | -4.2% | -4.1% |
| 30D | -23.2% | -0.5% | -22.7% | -23.2% |
| 3M | -29.9% | -6.0% | -23.9% | -28.9% |
| 6M | -25.1% | -7.2% | -17.9% | -23.7% |
| YTD | -27.5% | +7.2% | -34.6% | -29.9% |
| 1Y | -41.1% | +4.1% | -45.1% | -42.6% |
| 3Y | -63.1% | +46.9% | -110.0% | -69.4% |
| 5Y | -90.4% | +32.9% | -123.3% | -91.4% |
| All | -90.4% | +31.9% | -122.3% | -91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling