+302.3%
NEM vs RIO
+608.6%
-306.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.3% |
| 7D | -1.0% | -3.2% | +2.2% | +0.4% |
| 30D | +7.8% | +0.9% | +6.9% | +7.6% |
| 3M | +30.2% | -1.4% | +31.6% | +31.4% |
| 6M | +9.6% | +10.9% | -1.3% | +6.0% |
| YTD | +27.8% | +31.2% | -3.4% | +16.5% |
| 1Y | +60.7% | +67.9% | -7.2% | +34.2% |
| 3Y | +245.3% | +88.8% | +156.5% | +175.9% |
| 5Y | +155.3% | +93.1% | +62.2% | +99.1% |
| All | +302.3% | +608.6% | -306.3% | +87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling