+19,691.7%
NTAP vs RIO
+3,377.8%
+16,314.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -0.8% | 0.0% | -0.7% | -0.8% |
| 30D | -0.5% | +4.0% | -4.5% | -2.1% |
| 3M | +4.1% | +0.1% | +3.9% | +3.6% |
| 6M | +88.0% | +12.7% | +75.2% | +78.3% |
| YTD | +75.6% | +35.6% | +40.0% | +55.5% |
| 1Y | +58.9% | +73.7% | -14.8% | +28.6% |
| 3Y | +153.6% | +93.3% | +60.3% | +94.8% |
| 5Y | +127.6% | +92.4% | +35.2% | +70.5% |
| 10Y | +580.4% | +606.9% | -26.6% | +215.1% |
| All | +19,691.7% | +3,377.8% | +16,314.0% | +3,840.9% |
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