+584.5%
RIO vs NWSA
+149.4%
+435.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -3.2% | -2.8% | -0.4% | -2.1% |
| 30D | +0.9% | +3.0% | -2.1% | -0.3% |
| 3M | -1.4% | +12.3% | -13.7% | -6.5% |
| 6M | +10.9% | +21.9% | -10.9% | +1.6% |
| YTD | +31.2% | +13.6% | +17.7% | +22.9% |
| 1Y | +67.9% | +0.5% | +67.4% | +64.9% |
| 3Y | +88.8% | +43.8% | +45.0% | +56.4% |
| 5Y | +93.1% | +41.2% | +51.9% | +55.3% |
| All | +584.5% | +149.4% | +435.2% | +283.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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