+140.9%
NOK vs RIO
+69.4%
+71.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.5% |
| 7D | +11.0% | -3.2% | +14.2% | +13.0% |
| 30D | +7.8% | +0.9% | +6.9% | +7.1% |
| 3M | -21.0% | -1.4% | -19.6% | -20.8% |
| 6M | +40.9% | +10.9% | +29.9% | +37.3% |
| YTD | +72.0% | +31.2% | +40.8% | +56.0% |
| 1Y | +140.9% | +67.9% | +73.0% | +110.0% |
| All | +140.9% | +69.4% | +71.5% | +110.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling