+326.9%
NSC vs RIO
+600.2%
-273.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -1.5% | +1.9% | -3.4% | -2.3% |
| 30D | -1.9% | +5.0% | -6.9% | -3.9% |
| 3M | +6.2% | +5.1% | +1.1% | +3.6% |
| 6M | +9.2% | +17.6% | -8.4% | +0.9% |
| YTD | +15.0% | +36.3% | -21.3% | -0.6% |
| 1Y | +21.1% | +71.2% | -50.1% | -5.3% |
| 3Y | +78.6% | +102.7% | -24.1% | +27.3% |
| 5Y | +45.9% | +99.6% | -53.7% | +0.2% |
| 10Y | +326.9% | +603.1% | -276.2% | +64.9% |
| All | +326.9% | +600.2% | -273.4% | +64.9% |
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