+14,546.7%
NVDA vs RIO
+608.6%
+13,938.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -5.1% | -3.2% | -1.9% | -3.5% |
| 30D | -2.5% | +0.9% | -3.4% | -3.1% |
| 3M | +6.7% | -1.4% | +8.1% | +7.1% |
| 6M | +17.6% | +10.9% | +6.7% | +10.7% |
| YTD | +17.3% | +31.2% | -13.9% | +0.6% |
| 1Y | +23.5% | +67.9% | -44.4% | -7.1% |
| 3Y | +384.6% | +88.8% | +295.8% | +235.7% |
| 5Y | +875.4% | +93.1% | +782.3% | +549.3% |
| All | +14,546.7% | +608.6% | +13,938.0% | +5,540.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling