+562.2%
NTAP vs RIO
+354.4%
+207.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +7.2% | -0.9% | +8.1% | +7.6% |
| 30D | -18.4% | -9.1% | -9.3% | -15.2% |
| 3M | -11.3% | -13.7% | +2.4% | -6.2% |
| 6M | +53.8% | -24.3% | +78.1% | +70.5% |
| YTD | +72.0% | +8.9% | +63.1% | +62.3% |
| 1Y | +68.0% | +22.7% | +45.4% | +50.7% |
| 3Y | +149.5% | +51.2% | +98.3% | +100.4% |
| 5Y | +125.6% | +88.1% | +37.5% | +57.2% |
| All | +562.2% | +354.4% | +207.8% | +227.2% |
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