+122.5%
NTAP vs RIO
+93.1%
+29.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.5% | +3.9% |
| 7D | -2.4% | +0.5% | -2.9% | -2.5% |
| 30D | -23.4% | -9.9% | -13.5% | -21.0% |
| 3M | -7.5% | -14.0% | +6.5% | -3.5% |
| 6M | +56.4% | -19.5% | +75.9% | +65.8% |
| YTD | +73.6% | +11.5% | +62.1% | +64.8% |
| 1Y | +68.4% | +26.9% | +41.5% | +53.1% |
| 3Y | +150.6% | +55.1% | +95.4% | +109.5% |
| 5Y | +122.5% | +90.7% | +31.8% | +70.8% |
| All | +122.5% | +93.1% | +29.4% | +70.8% |
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