+5,852.5%
RIO vs NYT
+819.5%
+5,033.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.1% | -4.2% |
| 7D | -3.4% | -0.7% | -2.6% | -3.2% |
| 30D | +0.6% | +4.5% | -3.9% | -0.7% |
| 3M | +2.5% | -8.5% | +11.1% | +4.4% |
| 6M | +10.8% | -15.1% | +25.8% | +15.0% |
| YTD | +30.5% | -3.3% | +33.8% | +29.8% |
| 1Y | +68.1% | +17.0% | +51.1% | +57.7% |
| 3Y | +94.0% | +55.7% | +38.4% | +63.8% |
| 5Y | +92.0% | +38.9% | +53.1% | +62.7% |
| 10Y | +589.0% | +485.3% | +103.7% | +252.8% |
| All | +5,852.5% | +819.5% | +5,033.0% | +2,340.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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