+97.2%
NI vs RIO
+91.0%
+6.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | 0.0% | -3.2% | +3.3% | +0.5% |
| 30D | -1.4% | +0.9% | -2.3% | -1.6% |
| 3M | -10.6% | -1.4% | -9.1% | -10.5% |
| 6M | -9.3% | +10.9% | -20.3% | -11.2% |
| YTD | +1.1% | +31.2% | -30.1% | -3.8% |
| 1Y | +3.4% | +67.9% | -64.5% | -5.8% |
| 3Y | +67.9% | +88.8% | -20.9% | +48.6% |
| All | +97.2% | +91.0% | +6.1% | +72.5% |
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 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