+377.0%
RIO vs NWSA
+102.5%
+274.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.5% |
| 7D | -0.9% | +2.2% | -3.1% | -1.8% |
| 30D | -9.1% | -8.8% | -0.3% | -6.2% |
| 3M | -13.7% | -6.5% | -7.2% | -12.0% |
| 6M | -24.3% | +1.5% | -25.8% | -26.1% |
| YTD | +8.9% | +4.0% | +4.9% | +4.4% |
| 1Y | +22.7% | +3.4% | +19.2% | +17.9% |
| 3Y | +51.2% | +34.8% | +16.3% | +26.2% |
| 5Y | +88.1% | +18.4% | +69.8% | +60.9% |
| 10Y | +352.3% | +149.2% | +203.2% | +142.4% |
| All | +377.0% | +102.5% | +274.5% | +177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling