+320.9%
RIO vs NIO
-38.3%
+359.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.1% |
| 7D | +1.0% | -4.1% | +5.1% | +1.4% |
| 30D | +4.0% | -23.2% | +27.3% | +6.7% |
| 3M | +4.5% | -29.9% | +34.5% | +8.1% |
| 6M | +17.3% | -25.1% | +42.4% | +20.2% |
| YTD | +36.2% | -27.5% | +63.6% | +39.6% |
| 1Y | +76.1% | -41.1% | +117.2% | +83.5% |
| 3Y | +102.5% | -63.1% | +165.7% | +112.0% |
| 5Y | +103.5% | -90.4% | +193.9% | +125.7% |
| All | +320.9% | -38.3% | +359.2% | +286.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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