+102.8%
NOK vs RIO
+90.3%
+12.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | +0.5% |
| 7D | +8.7% | -3.4% | +12.1% | +10.3% |
| 30D | +12.5% | +0.6% | +11.9% | +12.1% |
| 3M | -20.7% | +2.5% | -23.3% | -21.7% |
| 6M | +36.2% | +10.8% | +25.4% | +31.1% |
| YTD | +64.1% | +30.5% | +33.7% | +47.4% |
| 1Y | +132.4% | +68.1% | +64.2% | +88.6% |
| 3Y | +182.9% | +94.0% | +88.8% | +114.1% |
| 5Y | +102.8% | +92.0% | +10.8% | +50.0% |
| All | +102.8% | +90.3% | +12.5% | +50.0% |
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 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