+41.5%
NU vs RIO
+122.8%
-81.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.2% | -2.9% |
| 7D | -4.9% | -3.2% | -1.7% | -3.8% |
| 30D | +7.8% | +0.9% | +6.9% | +7.3% |
| 3M | +20.9% | -1.4% | +22.4% | +21.2% |
| 6M | +0.9% | +10.9% | -10.0% | -3.9% |
| YTD | -12.7% | +31.2% | -43.9% | -22.1% |
| 1Y | -6.4% | +67.9% | -74.3% | -24.0% |
| 3Y | +98.1% | +88.8% | +9.3% | +50.7% |
| All | +41.5% | +122.8% | -81.2% | -3.9% |
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 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