+295.3%
NSC vs RIO
+377.7%
-82.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.7% |
| 7D | -6.2% | +2.2% | -8.5% | -7.1% |
| 30D | +2.6% | -10.1% | +12.7% | +6.8% |
| 3M | -5.8% | -14.1% | +8.3% | -0.4% |
| 6M | +2.1% | -18.9% | +21.0% | +9.6% |
| YTD | +12.7% | +9.9% | +2.8% | +5.6% |
| 1Y | +15.9% | +27.0% | -11.1% | +2.1% |
| 3Y | +74.0% | +50.1% | +24.0% | +39.8% |
| 5Y | +25.2% | +95.3% | -70.1% | -15.1% |
| All | +295.3% | +377.7% | -82.5% | +80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling