+5,886.6%
RIO vs NTRS
+7,801.7%
-1,915.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | -3.2% | +1.4% | -4.6% | -3.8% |
| 30D | +0.9% | -0.7% | +1.6% | +1.1% |
| 3M | -1.4% | +11.3% | -12.8% | -6.3% |
| 6M | +10.9% | +35.5% | -24.6% | -3.5% |
| YTD | +31.2% | +40.6% | -9.4% | +11.8% |
| 1Y | +67.9% | +49.2% | +18.7% | +39.0% |
| 3Y | +88.8% | +167.2% | -78.4% | +16.8% |
| 5Y | +93.1% | +94.9% | -1.8% | +33.0% |
| 10Y | +593.0% | +259.5% | +333.5% | +245.0% |
| All | +5,886.6% | +7,801.7% | -1,915.0% | +1,557.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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