-44.1%
NIO vs DVA
+171.9%
-216.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | -2.9% | -1.3% | -1.6% | -2.5% |
| 30D | -18.7% | 0.0% | -18.8% | -18.8% |
| 3M | -29.4% | -10.9% | -18.5% | -27.5% |
| 6M | -32.5% | +17.3% | -49.8% | -37.6% |
| YTD | -27.6% | +59.8% | -87.4% | -40.8% |
| 1Y | -39.2% | +36.3% | -75.5% | -47.5% |
| 3Y | -64.3% | +88.6% | -152.9% | -73.8% |
| 5Y | -90.3% | +47.5% | -137.8% | -92.5% |
| All | -44.1% | +171.9% | -216.0% | -74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling