+1,449.6%
NET vs RIO
+217.2%
+1,232.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -7.0% | 0.0% | -6.9% | -7.0% |
| 30D | -4.8% | +4.0% | -8.8% | -6.3% |
| 3M | +3.8% | +0.1% | +3.7% | +3.5% |
| 6M | +50.0% | +12.7% | +37.3% | +41.9% |
| YTD | +41.5% | +35.6% | +5.9% | +24.0% |
| 1Y | +32.8% | +73.7% | -40.9% | +5.7% |
| 3Y | +335.9% | +93.3% | +242.6% | +228.8% |
| 5Y | +113.8% | +92.4% | +21.4% | +59.9% |
| All | +1,449.6% | +217.2% | +1,232.4% | +895.2% |
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