+157.7%
NEM vs RIO
+101.7%
+56.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +3.1% | +1.0% | +2.1% | +2.5% |
| 30D | +10.0% | +4.0% | +6.0% | +7.7% |
| 3M | +30.9% | +4.5% | +26.4% | +28.1% |
| 6M | +10.5% | +17.3% | -6.8% | +2.2% |
| YTD | +29.7% | +36.2% | -6.4% | +12.2% |
| 1Y | +71.1% | +76.1% | -5.0% | +31.6% |
| 3Y | +252.1% | +102.5% | +149.6% | +153.6% |
| 5Y | +157.7% | +103.5% | +54.2% | +89.1% |
| All | +157.7% | +101.7% | +56.0% | +89.1% |
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