-21.5%
NIO vs DVA
+20.7%
-42.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -1.6% |
| 7D | -13.0% | +1.8% | -14.9% | -13.0% |
| 30D | -18.3% | -2.5% | -15.8% | -18.2% |
| 3M | -33.2% | -4.3% | -29.0% | -32.3% |
| 6M | -21.5% | +18.9% | -40.4% | -20.0% |
| All | -21.5% | +20.7% | -42.2% | -20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling