+56.7%
NOC vs RIO
+101.7%
-45.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.6% | +1.0% | -2.5% | -1.7% |
| 30D | -10.4% | +4.0% | -14.4% | -10.7% |
| 3M | -5.6% | +4.5% | -10.1% | -6.1% |
| 6M | -30.4% | +17.3% | -47.7% | -31.6% |
| YTD | -8.5% | +36.2% | -44.7% | -11.7% |
| 1Y | -8.3% | +76.1% | -84.5% | -14.0% |
| 3Y | +28.2% | +102.5% | -74.3% | +17.6% |
| 5Y | +56.7% | +103.5% | -46.8% | +43.4% |
| All | +56.7% | +101.7% | -45.0% | +43.4% |
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