+465.8%
NEM vs RIO
+4,806.4%
-4,340.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -6.4% | -0.9% | -5.5% | -6.1% |
| 30D | +1.4% | -9.1% | +10.5% | +4.7% |
| 3M | -0.7% | -13.7% | +13.0% | +4.3% |
| 6M | -4.5% | -24.3% | +19.9% | +5.0% |
| YTD | +14.0% | +8.9% | +5.2% | +12.6% |
| 1Y | +27.3% | +22.7% | +4.6% | +21.4% |
| 3Y | +250.5% | +51.2% | +199.3% | +213.7% |
| 5Y | +121.1% | +88.1% | +32.9% | +82.9% |
| 10Y | +358.3% | +352.3% | +6.0% | +179.4% |
| All | +465.8% | +4,806.4% | -4,340.5% | +116.8% |
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