-11.8%
ROP vs NIO
-90.7%
+78.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.5% |
| 7D | -4.4% | -13.0% | +8.6% | -3.9% |
| 30D | +3.2% | -18.3% | +21.5% | +4.1% |
| 3M | +23.1% | -33.2% | +56.3% | +25.1% |
| 6M | +13.3% | -21.5% | +34.8% | +14.0% |
| YTD | -7.9% | -25.5% | +17.6% | -7.1% |
| 1Y | -22.1% | -38.0% | +16.0% | -21.0% |
| 3Y | -16.8% | -65.5% | +48.6% | -14.5% |
| All | -11.8% | -90.7% | +78.9% | -6.5% |
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 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