-37.4%
NIO vs DVA
+33.5%
-70.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.2% |
| 7D | -7.3% | -0.2% | -7.1% | -7.2% |
| 30D | -22.5% | +1.7% | -24.2% | -22.5% |
| 3M | -30.9% | -8.7% | -22.2% | -30.5% |
| 6M | -37.2% | +19.7% | -56.8% | -37.3% |
| YTD | -29.8% | +59.6% | -89.4% | -31.8% |
| 1Y | -37.4% | +37.1% | -74.5% | -41.1% |
| All | -37.4% | +33.5% | -70.9% | -41.1% |
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