-90.1%
NIO vs DVA
+38.1%
-128.1%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.2% |
| 7D | -6.7% | +2.2% | -8.9% | -7.2% |
| 30D | -20.0% | -2.0% | -18.0% | -19.7% |
| 3M | -30.5% | -6.3% | -24.2% | -29.9% |
| 6M | -20.7% | +19.4% | -40.1% | -25.5% |
| YTD | -25.7% | +58.5% | -84.2% | -36.1% |
| 1Y | -38.6% | +33.9% | -72.4% | -44.6% |
| 3Y | -62.3% | +88.4% | -150.7% | -70.1% |
| 5Y | -90.1% | +39.5% | -129.6% | -91.6% |
| All | -90.1% | +38.1% | -128.1% | -91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling