+64.7%
ROP vs NIO
-43.5%
+108.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.9% | -8.9% | -3.2% |
| 7D | +2.1% | +5.6% | -3.5% | +1.9% |
| 30D | +32.9% | -4.2% | +37.2% | +33.1% |
| 3M | +20.3% | -26.3% | +46.6% | +21.8% |
| 6M | +36.8% | -42.5% | +79.3% | +39.7% |
| YTD | +8.1% | -33.5% | +41.6% | +9.4% |
| 1Y | +8.3% | -52.7% | +60.9% | +11.2% |
| 3Y | -3.2% | -57.5% | +54.2% | -2.2% |
| 5Y | +1.7% | -92.0% | +93.7% | +7.8% |
| All | +64.7% | -43.5% | +108.2% | +50.1% |
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