+65.8%
NOC vs RIO
+90.3%
-24.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +4.8% | -0.9% | +5.8% | +4.9% |
| 30D | +11.0% | -9.1% | +20.1% | +11.8% |
| 3M | -3.8% | -13.7% | +9.9% | -2.8% |
| 6M | +0.6% | -24.3% | +25.0% | +2.9% |
| YTD | -2.3% | +8.9% | -11.2% | -4.0% |
| 1Y | +0.3% | +22.7% | -22.4% | -2.7% |
| 3Y | +24.6% | +51.2% | -26.6% | +17.4% |
| All | +65.8% | +90.3% | -24.5% | +47.7% |
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