+19,472.4%
NTAP vs RIO
+2,761.5%
+16,710.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.6% |
| 3M | -7.5% | -14.0% | +6.5% | -2.8% |
| 6M | +56.4% | -19.5% | +75.9% | +67.5% |
| YTD | +73.6% | +11.5% | +62.1% | +64.6% |
| 1Y | +68.4% | +26.9% | +41.5% | +52.4% |
| 3Y | +150.6% | +55.1% | +95.4% | +108.3% |
| 5Y | +122.5% | +90.7% | +31.8% | +67.3% |
| 10Y | +589.7% | +363.3% | +226.4% | +269.8% |
| All | +19,472.4% | +2,761.5% | +16,710.9% | +4,071.1% |
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