+205.7%
NXPI vs RIO
+635.4%
-429.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -2.3% | +1.0% | -3.2% | -2.8% |
| 30D | -4.3% | +4.0% | -8.4% | -6.4% |
| 3M | -24.7% | +4.5% | -29.2% | -26.6% |
| 6M | +9.7% | +17.3% | -7.6% | +0.1% |
| YTD | +3.8% | +36.2% | -32.4% | -12.9% |
| 1Y | +1.6% | +76.1% | -74.5% | -25.6% |
| 3Y | +16.0% | +102.5% | -86.5% | -21.2% |
| 5Y | +16.1% | +103.5% | -87.4% | -23.9% |
| All | +205.7% | +635.4% | -429.7% | +50.1% |
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