+92.8%
RIO vs NIO
-92.2%
+185.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.9% | -5.3% | -0.2% |
| 7D | +2.2% | +5.6% | -3.4% | +1.4% |
| 30D | -10.1% | -4.2% | -5.9% | -9.6% |
| 3M | -14.1% | -26.3% | +12.2% | -10.5% |
| 6M | -18.9% | -42.5% | +23.6% | -12.6% |
| YTD | +9.9% | -33.5% | +43.4% | +15.3% |
| 1Y | +27.0% | -52.7% | +79.6% | +39.3% |
| 3Y | +50.1% | -57.5% | +107.5% | +58.1% |
| All | +92.8% | -92.2% | +185.0% | +143.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling