+167.1%
NXT vs RIO
+66.5%
+100.6%
-48.6%
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 | -1.2% | -4.2% | +3.0% | +1.4% |
| 7D | -2.6% | -3.4% | +0.8% | -0.5% |
| 30D | -22.4% | +0.6% | -23.0% | -23.0% |
| 3M | -27.3% | +2.5% | -29.9% | -28.6% |
| 6M | -28.5% | +10.8% | -39.3% | -32.8% |
| YTD | -6.6% | +30.5% | -37.1% | -20.2% |
| 1Y | +20.4% | +68.1% | -47.8% | -11.0% |
| 3Y | +90.9% | +94.0% | -3.1% | +30.0% |
| All | +167.1% | +66.5% | +100.6% | +88.0% |
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