+92.0%
RIO vs NWSA
+39.0%
+53.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -4.0% |
| 7D | -3.4% | -4.8% | +1.4% | -2.0% |
| 30D | +0.6% | +3.0% | -2.4% | -0.3% |
| 3M | +2.5% | +9.3% | -6.8% | -0.5% |
| 6M | +10.8% | +23.2% | -12.4% | +3.4% |
| YTD | +30.5% | +13.3% | +17.1% | +24.4% |
| 1Y | +68.1% | +2.9% | +65.2% | +65.2% |
| 3Y | +94.0% | +43.3% | +50.7% | +67.8% |
| 5Y | +92.0% | +40.9% | +51.1% | +57.1% |
| All | +92.0% | +39.0% | +53.0% | +57.1% |
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