+52.5%
NDAQ vs RIO
+101.7%
-49.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -1.6% | +1.0% | -2.5% | -1.7% |
| 30D | -1.5% | +4.0% | -5.5% | -2.2% |
| 3M | +8.0% | +4.5% | +3.5% | +7.1% |
| 6M | +7.7% | +17.3% | -9.6% | +3.9% |
| YTD | -2.3% | +36.2% | -38.5% | -9.0% |
| 1Y | +0.6% | +76.1% | -75.6% | -11.4% |
| 3Y | +90.9% | +102.5% | -11.6% | +61.4% |
| 5Y | +52.5% | +103.5% | -51.1% | +29.7% |
| All | +52.5% | +101.7% | -49.2% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling