+30.8%
RIO vs NTR
+36.7%
-5.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.0% | -0.4% | +2.7% |
| 7D | -1.6% | +4.3% | -5.9% | -2.5% |
| 30D | -11.6% | +2.6% | -14.2% | -12.1% |
| 3M | -12.7% | +8.5% | -21.2% | -14.2% |
| 6M | -12.4% | -3.3% | -9.0% | -12.5% |
| YTD | +11.0% | +19.6% | -8.6% | +4.8% |
| 1Y | +30.8% | +37.6% | -6.8% | +20.4% |
| All | +30.8% | +36.7% | -5.8% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling