+12,379.3%
NUE vs RIO
+6,041.4%
+6,337.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.1% |
| 7D | +1.8% | +1.9% | -0.2% | +0.8% |
| 30D | -6.0% | +5.0% | -10.9% | -8.4% |
| 3M | +1.4% | +5.1% | -3.7% | -1.6% |
| 6M | +52.8% | +17.6% | +35.2% | +39.7% |
| YTD | +58.1% | +36.3% | +21.8% | +34.0% |
| 1Y | +80.4% | +71.2% | +9.2% | +36.5% |
| 3Y | +62.3% | +102.7% | -40.4% | +11.6% |
| 5Y | +146.2% | +99.6% | +46.6% | +68.1% |
| 10Y | +549.5% | +603.1% | -53.6% | +141.0% |
| All | +12,379.3% | +6,041.4% | +6,337.9% | +1,980.4% |
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