+493.8%
RIO vs NWSA
+127.4%
+366.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.2% |
| 7D | 0.0% | -1.9% | +1.8% | +0.8% |
| 30D | +4.0% | +4.6% | -0.6% | +1.9% |
| 3M | +0.1% | +13.2% | -13.1% | -5.7% |
| 6M | +12.7% | +27.0% | -14.3% | +0.7% |
| YTD | +35.6% | +16.8% | +18.7% | +24.9% |
| 1Y | +73.7% | +4.5% | +69.2% | +67.3% |
| 3Y | +93.3% | +46.2% | +47.1% | +57.1% |
| 5Y | +92.4% | +40.9% | +51.5% | +53.1% |
| 10Y | +606.9% | +145.1% | +461.8% | +288.4% |
| All | +493.8% | +127.4% | +366.4% | +231.4% |
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