-53.9%
NIO vs DVA
+62.2%
-116.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.8% | -2.3% | +3.2% |
| 7D | -0.6% | +4.7% | -5.3% | -0.8% |
| 30D | -3.5% | +7.8% | -11.3% | -3.8% |
| 3M | -30.7% | -15.5% | -15.2% | -30.4% |
| 6M | -45.6% | +25.0% | -70.7% | -46.1% |
| YTD | -35.3% | +69.6% | -104.9% | -38.9% |
| 1Y | -53.9% | +60.6% | -114.5% | -56.2% |
| All | -53.9% | +62.2% | -116.1% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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