+568.7%
NTAP vs RIO
+604.6%
-35.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | +1.1% |
| 7D | -1.0% | -3.4% | +2.4% | +0.4% |
| 30D | -7.5% | +0.6% | -8.1% | -8.0% |
| 3M | +14.6% | +2.5% | +12.1% | +12.8% |
| 6M | +91.0% | +10.8% | +80.2% | +80.7% |
| YTD | +73.7% | +30.5% | +43.2% | +52.6% |
| 1Y | +51.2% | +68.1% | -16.9% | +19.0% |
| 3Y | +146.1% | +94.0% | +52.1% | +78.2% |
| 5Y | +122.8% | +92.0% | +30.8% | +55.9% |
| All | +568.7% | +604.6% | -35.9% | +171.2% |
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