+5,145.8%
NSC vs RIO
+4,852.5%
+293.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.1% |
| 7D | -6.6% | +2.2% | -8.9% | -7.3% |
| 30D | +2.2% | -10.1% | +12.3% | +5.6% |
| 3M | -6.2% | -14.1% | +7.9% | -1.7% |
| 6M | +1.7% | -18.9% | +20.6% | +7.9% |
| YTD | +12.2% | +9.9% | +2.3% | +7.0% |
| 1Y | +15.4% | +27.0% | -11.6% | +4.8% |
| 3Y | +73.3% | +50.1% | +23.3% | +47.0% |
| 5Y | +24.7% | +95.3% | -70.6% | -5.6% |
| 10Y | +324.5% | +425.9% | -101.4% | +127.9% |
| All | +5,145.8% | +4,852.5% | +293.3% | +1,257.1% |
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