+1,682.3%
NOK vs RIO
+3,953.2%
-2,270.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.6% | +6.0% |
| 7D | +7.3% | +1.9% | +5.3% | +6.5% |
| 30D | +13.8% | +5.0% | +8.8% | +11.5% |
| 3M | -27.0% | +5.1% | -32.1% | -28.4% |
| 6M | +37.6% | +17.6% | +20.0% | +29.5% |
| YTD | +64.6% | +36.3% | +28.3% | +45.8% |
| 1Y | +132.0% | +71.2% | +60.8% | +88.2% |
| 3Y | +183.7% | +102.7% | +81.0% | +113.3% |
| 5Y | +101.3% | +99.6% | +1.7% | +48.4% |
| 10Y | +122.4% | +603.1% | -480.7% | -3.7% |
| All | +1,682.3% | +3,953.2% | -2,270.9% | +203.1% |
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