+535.6%
NEM vs RIO
+6,041.4%
-5,505.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +3.9% | +1.9% | +1.9% | +3.2% |
| 30D | +12.7% | +5.0% | +7.8% | +11.2% |
| 3M | +28.7% | +5.1% | +23.5% | +27.1% |
| 6M | +9.8% | +17.6% | -7.9% | +5.2% |
| YTD | +28.1% | +36.3% | -8.2% | +17.7% |
| 1Y | +69.3% | +71.2% | -1.8% | +45.5% |
| 3Y | +247.7% | +102.7% | +145.0% | +183.3% |
| 5Y | +153.4% | +99.6% | +53.8% | +104.1% |
| 10Y | +291.3% | +603.1% | -311.8% | +108.1% |
| All | +535.6% | +6,041.4% | -5,505.8% | +126.5% |
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