+291.1%
ROIV vs NIO
-92.8%
+383.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.5% |
| 7D | +13.3% | +6.9% | +6.4% | +12.3% |
| 30D | +14.8% | -4.7% | +19.5% | +15.5% |
| 3M | +11.9% | -28.1% | +40.0% | +17.0% |
| 6M | +42.4% | -41.7% | +84.1% | +52.5% |
| YTD | +87.4% | -33.1% | +120.6% | +95.6% |
| 1Y | +97.2% | -50.3% | +147.5% | +114.1% |
| 3Y | +375.7% | -54.4% | +430.0% | +392.7% |
| 5Y | +379.0% | -91.6% | +470.6% | +437.1% |
| All | +291.1% | -92.8% | +383.8% | +342.5% |
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