-19.9%
NOW vs RIO
+51.7%
-71.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | -27.0% | -9.1% | -17.9% | -26.1% |
| 3M | -19.6% | -13.7% | -6.0% | -18.4% |
| 6M | +17.5% | -24.3% | +41.8% | +22.1% |
| YTD | -33.3% | +8.9% | -42.1% | -36.7% |
| 1Y | -39.8% | +22.7% | -62.5% | -44.9% |
| 3Y | -19.9% | +51.2% | -71.1% | -32.4% |
| All | -19.9% | +51.7% | -71.6% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling