+90.3%
RIO vs NWSA
+18.8%
+71.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.1% |
| 7D | -0.9% | +2.2% | -3.1% | -1.5% |
| 30D | -9.1% | -8.8% | -0.3% | -7.1% |
| 3M | -13.7% | -6.5% | -7.2% | -12.5% |
| 6M | -24.3% | +1.5% | -25.8% | -25.6% |
| YTD | +8.9% | +4.0% | +4.9% | +5.8% |
| 1Y | +22.7% | +3.4% | +19.2% | +19.3% |
| 3Y | +51.2% | +34.8% | +16.3% | +31.9% |
| All | +90.3% | +18.8% | +71.6% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling