+155.9%
NUE vs RIO
+91.0%
+64.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.2% |
| 7D | -0.6% | -3.2% | +2.6% | +1.1% |
| 30D | -4.6% | +0.9% | -5.5% | -5.4% |
| 3M | -0.3% | -1.4% | +1.1% | -0.1% |
| 6M | +51.9% | +10.9% | +40.9% | +41.4% |
| YTD | +60.0% | +31.2% | +28.8% | +34.6% |
| 1Y | +82.9% | +67.9% | +15.0% | +33.1% |
| 3Y | +66.0% | +88.8% | -22.8% | +10.6% |
| All | +155.9% | +91.0% | +64.9% | +66.5% |
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