+1,381.0%
NET vs RIO
+159.7%
+1,221.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -3.9% |
| 7D | -16.4% | -1.6% | -14.8% | -15.9% |
| 30D | -25.8% | -11.6% | -14.3% | -22.5% |
| 3M | -11.5% | -12.7% | +1.2% | -7.4% |
| 6M | +18.9% | -12.4% | +31.3% | +23.6% |
| YTD | +35.2% | +11.0% | +24.2% | +27.2% |
| 1Y | +14.5% | +30.8% | -16.4% | +0.9% |
| 3Y | +313.8% | +52.4% | +261.4% | +239.5% |
| 5Y | +32.6% | +96.4% | -63.9% | +1.4% |
| All | +1,381.0% | +159.7% | +1,221.3% | +921.1% |
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 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