-54.2%
NVD vs RIO
+69.4%
-123.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.8% |
| 7D | +10.8% | -3.2% | +14.0% | +7.8% |
| 30D | +0.8% | +0.9% | -0.2% | +1.8% |
| 3M | -20.8% | -1.4% | -19.4% | -20.8% |
| 6M | -41.2% | +10.9% | -52.1% | -32.0% |
| YTD | -44.2% | +31.2% | -75.4% | -24.0% |
| 1Y | -54.2% | +67.9% | -122.1% | -19.3% |
| All | -54.2% | +69.4% | -123.6% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 1y: compounded portfolio wealth divided by compounded RIO 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…
1y analysis · Full analysis span regression · 6 months rolling