-99.2%
NVD vs RIO
+103.1%
-202.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.3% | +4.4% |
| 7D | -7.7% | +1.9% | -9.6% | -6.0% |
| 30D | -5.8% | +5.0% | -10.7% | -1.5% |
| 3M | -23.2% | +5.1% | -28.3% | -18.3% |
| 6M | -49.7% | +17.6% | -67.4% | -38.9% |
| YTD | -47.7% | +36.3% | -84.0% | -26.5% |
| 1Y | -61.3% | +71.2% | -132.5% | -32.2% |
| 3Y | -99.2% | +102.7% | -201.9% | -98.0% |
| All | -99.2% | +103.1% | -202.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling