+14.4%
ROL vs NIO
-92.4%
+106.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +0.8% | -1.8% | +2.6% | +0.8% |
| 30D | +20.6% | -6.6% | +27.2% | +20.8% |
| 3M | +4.5% | -29.9% | +34.4% | +5.7% |
| 6M | -26.5% | -46.6% | +20.1% | -25.0% |
| YTD | -34.8% | -36.5% | +1.6% | -34.2% |
| 1Y | -33.2% | -51.1% | +17.9% | -31.8% |
| 3Y | +4.5% | -55.2% | +59.7% | +4.9% |
| All | +14.4% | -92.4% | +106.8% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling