-55.1%
NIO vs DVA
+116.5%
-171.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.6% |
| 7D | -1.8% | -4.8% | +2.9% | -1.0% |
| 30D | -6.6% | +0.9% | -7.6% | -6.9% |
| 3M | -29.9% | +2.9% | -32.8% | -30.5% |
| 6M | -46.6% | -7.8% | -38.9% | -46.3% |
| YTD | -36.5% | +61.5% | -98.0% | -45.3% |
| 1Y | -51.1% | +50.1% | -101.2% | -56.9% |
| All | -55.1% | +116.5% | -171.6% | -69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling