+48.4%
NU vs RIO
+131.4%
-83.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +6.0% | +1.9% | +4.1% | +5.3% |
| 30D | +10.8% | +5.0% | +5.8% | +8.7% |
| 3M | +32.2% | +5.1% | +27.0% | +29.3% |
| 6M | +5.1% | +17.6% | -12.5% | -2.0% |
| YTD | -8.4% | +36.3% | -44.7% | -19.4% |
| 1Y | +0.7% | +71.2% | -70.5% | -18.8% |
| 3Y | +125.1% | +102.7% | +22.4% | +66.7% |
| All | +48.4% | +131.4% | -83.0% | -0.6% |
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