+269.7%
RIO vs NTR
+97.9%
+171.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | -3.2% | -1.3% | -1.9% | -2.7% |
| 30D | +0.9% | +16.8% | -15.9% | -5.4% |
| 3M | -1.4% | +20.7% | -22.2% | -9.1% |
| 6M | +10.9% | +0.5% | +10.4% | +9.2% |
| YTD | +31.2% | +29.2% | +2.0% | +15.9% |
| 1Y | +67.9% | +39.6% | +28.3% | +42.5% |
| 3Y | +88.8% | +37.9% | +50.9% | +57.1% |
| 5Y | +93.1% | +47.1% | +46.0% | +44.4% |
| All | +269.7% | +97.9% | +171.7% | +112.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling