+52.2%
NTAP vs RIO
+74.7%
-22.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +2.2% | +1.0% | +1.2% | +2.0% |
| 30D | -7.0% | +4.0% | -11.1% | -7.7% |
| 3M | +12.3% | +4.5% | +7.8% | +11.1% |
| 6M | +85.1% | +17.3% | +67.8% | +76.4% |
| YTD | +74.8% | +36.2% | +38.6% | +57.0% |
| All | +52.2% | +74.7% | -22.5% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling