+47.4%
NSC vs RIO
+93.6%
-46.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -5.5% | 0.0% | -5.5% | -5.5% |
| 30D | -3.2% | +4.0% | -7.2% | -4.3% |
| 3M | +7.7% | +0.1% | +7.5% | +7.4% |
| 6M | +4.5% | +12.7% | -8.2% | +0.3% |
| YTD | +15.6% | +35.6% | -20.0% | +4.7% |
| 1Y | +19.8% | +73.7% | -53.9% | +0.5% |
| 3Y | +70.1% | +93.3% | -23.2% | +36.4% |
| All | +47.4% | +93.6% | -46.2% | +14.7% |
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