+67.9%
RIO vs NWSA
+3.0%
+64.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -3.2% | -2.8% | -0.4% | -3.1% |
| 30D | +0.9% | +3.0% | -2.1% | +0.9% |
| 3M | -1.4% | +12.3% | -13.7% | -1.8% |
| 6M | +10.9% | +21.9% | -10.9% | +9.5% |
| YTD | +31.2% | +13.6% | +17.7% | +29.6% |
| 1Y | +67.9% | +0.5% | +67.4% | +68.5% |
| All | +67.9% | +3.0% | +64.9% | +68.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling