+1,101.8%
NBIS vs RIO
+77.0%
+1,024.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | +17.8% | +1.0% | +16.8% | +16.9% |
| 30D | +30.5% | +4.0% | +26.5% | +26.1% |
| 3M | +9.2% | +4.5% | +4.7% | +5.2% |
| 6M | +153.2% | +17.3% | +135.8% | +122.8% |
| YTD | +187.1% | +36.2% | +151.0% | +129.0% |
| 1Y | +151.1% | +76.1% | +74.9% | +67.1% |
| All | +1,101.8% | +77.0% | +1,024.8% | +675.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 all: compounded portfolio wealth divided by compounded RIO 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…
all analysis · Full analysis span regression · 6 months rolling