+63.0%
ROP vs NIO
-43.2%
+106.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -1.6% | +6.9% | -8.5% | -1.9% |
| 30D | +29.5% | -4.7% | +34.3% | +29.8% |
| 3M | +17.5% | -28.1% | +45.6% | +19.1% |
| 6M | +38.1% | -41.7% | +79.8% | +40.9% |
| YTD | +7.0% | -33.1% | +40.1% | +8.3% |
| 1Y | +6.5% | -50.3% | +56.8% | +9.1% |
| 3Y | -5.5% | -54.4% | +48.9% | -4.8% |
| 5Y | -0.4% | -91.6% | +91.2% | +5.4% |
| All | +63.0% | -43.2% | +106.2% | +48.5% |
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