+189.8%
NOC vs RIO
+608.6%
-418.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +0.8% | -3.2% | +4.0% | +1.3% |
| 30D | -9.7% | +0.9% | -10.6% | -10.0% |
| 3M | -5.6% | -1.4% | -4.2% | -5.6% |
| 6M | -28.6% | +10.9% | -39.5% | -30.3% |
| YTD | -7.9% | +31.2% | -39.1% | -13.2% |
| 1Y | -9.5% | +67.9% | -77.4% | -18.8% |
| 3Y | +28.4% | +88.8% | -60.4% | +11.2% |
| 5Y | +59.0% | +93.1% | -34.2% | +33.9% |
| All | +189.8% | +608.6% | -418.8% | +76.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling