-99.1%
NVD vs RIO
+94.4%
-193.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.2% | +8.7% | +0.7% |
| 7D | +9.0% | -3.4% | +12.4% | +5.9% |
| 30D | -5.5% | +0.6% | -6.0% | -4.7% |
| 3M | -24.6% | +2.5% | -27.2% | -21.6% |
| 6M | -42.1% | +10.8% | -52.9% | -33.2% |
| YTD | -44.3% | +30.5% | -74.8% | -24.7% |
| 1Y | -54.2% | +68.1% | -122.3% | -20.7% |
| 3Y | -99.1% | +94.0% | -193.2% | -98.0% |
| All | -99.1% | +94.4% | -193.5% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling