+210.0%
NXPI vs RIO
+604.6%
-394.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +3.6% |
| 7D | +0.7% | -3.4% | +4.0% | +2.3% |
| 30D | -4.2% | +0.6% | -4.8% | -4.7% |
| 3M | -20.4% | +2.5% | -23.0% | -21.8% |
| 6M | +12.5% | +10.8% | +1.7% | +5.6% |
| YTD | +5.2% | +30.5% | -25.2% | -9.8% |
| 1Y | +5.1% | +68.1% | -63.0% | -21.2% |
| 3Y | +17.7% | +94.0% | -76.4% | -18.4% |
| 5Y | +16.8% | +92.0% | -75.2% | -21.1% |
| All | +210.0% | +604.6% | -394.6% | +55.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling