-92.3%
NIO vs DVA
+73.1%
-165.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.7% |
| 7D | -1.8% | -4.8% | +2.9% | -0.8% |
| 30D | -6.6% | +0.9% | -7.6% | -7.0% |
| 3M | -29.9% | +2.9% | -32.8% | -30.6% |
| 6M | -46.6% | -7.8% | -38.9% | -46.3% |
| YTD | -36.5% | +61.5% | -98.0% | -45.7% |
| 1Y | -51.1% | +50.1% | -101.2% | -57.3% |
| 3Y | -55.2% | +121.1% | -176.4% | -65.7% |
| 5Y | -92.3% | +72.9% | -165.2% | -93.9% |
| All | -92.3% | +73.1% | -165.5% | -93.9% |
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