+2.2%
ROP vs NIO
-93.2%
+95.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.4% | +0.6% |
| 7D | +0.7% | -14.5% | +15.2% | +1.4% |
| 30D | +28.8% | -15.0% | +43.7% | +29.6% |
| 3M | +21.1% | -35.6% | +56.6% | +23.2% |
| 6M | +52.5% | -55.7% | +108.2% | +57.6% |
| YTD | +8.9% | -43.1% | +52.0% | +10.9% |
| 1Y | +8.2% | -53.5% | +61.8% | +11.3% |
| 3Y | -5.2% | -59.8% | +54.7% | -4.0% |
| All | +2.2% | -93.2% | +95.4% | +9.8% |
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