+302.4%
ROIV vs NIO
-93.1%
+395.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | +9.5% | -1.8% | +11.3% | +9.8% |
| 30D | +21.0% | -6.6% | +27.6% | +22.1% |
| 3M | +18.7% | -29.9% | +48.6% | +24.5% |
| 6M | +44.5% | -46.6% | +91.1% | +56.7% |
| YTD | +92.9% | -36.5% | +129.3% | +102.7% |
| 1Y | +100.2% | -51.1% | +151.4% | +117.9% |
| 3Y | +375.0% | -55.2% | +430.3% | +393.1% |
| 5Y | +435.2% | -92.3% | +527.5% | +504.1% |
| All | +302.4% | -93.1% | +395.5% | +358.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling