+14,494.9%
NOC vs RIO
+6,008.3%
+8,486.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | -5.2% | 0.0% | -5.1% | -5.2% |
| 30D | -7.2% | +4.0% | -11.2% | -7.9% |
| 3M | -5.1% | +0.1% | -5.2% | -5.4% |
| 6M | -31.1% | +12.7% | -43.8% | -32.8% |
| YTD | -8.6% | +35.6% | -44.1% | -13.7% |
| 1Y | -9.7% | +73.7% | -83.4% | -18.3% |
| 3Y | +24.3% | +93.3% | -69.0% | +9.4% |
| 5Y | +52.6% | +92.4% | -39.8% | +32.2% |
| 10Y | +183.6% | +606.9% | -423.4% | +92.5% |
| All | +14,494.9% | +6,008.3% | +8,486.6% | +5,987.6% |
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