+283.6%
RIO vs NTR
+103.7%
+180.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.0% | +0.5% | +0.4% | +0.7% |
| 30D | +4.0% | +21.7% | -17.7% | -4.1% |
| 3M | +4.5% | +22.8% | -18.2% | -4.2% |
| 6M | +17.3% | +8.2% | +9.1% | +11.9% |
| YTD | +36.2% | +32.9% | +3.3% | +18.8% |
| 1Y | +76.1% | +45.3% | +30.8% | +47.0% |
| 3Y | +102.5% | +41.7% | +60.9% | +66.7% |
| 5Y | +103.5% | +49.8% | +53.7% | +51.2% |
| All | +283.6% | +103.7% | +180.0% | +118.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling