+92.7%
NXT vs RIO
+95.3%
-2.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | -0.2% | +1.0% | -1.2% | -0.9% |
| 30D | -20.0% | +4.0% | -24.0% | -22.3% |
| 3M | -30.9% | +4.5% | -35.5% | -33.1% |
| 6M | -23.8% | +17.3% | -41.2% | -31.5% |
| YTD | -5.4% | +36.2% | -41.6% | -22.7% |
| 1Y | +28.0% | +76.1% | -48.1% | -11.1% |
| All | +92.7% | +95.3% | -2.6% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling