+649.9%
NVDL vs RIO
+88.2%
+561.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.7% |
| 7D | -10.3% | -3.2% | -7.1% | -7.6% |
| 30D | -7.1% | +0.9% | -8.0% | -8.0% |
| 3M | +6.6% | -1.4% | +8.0% | +7.7% |
| 6M | +21.1% | +10.9% | +10.1% | +10.8% |
| YTD | +15.2% | +31.2% | -16.0% | -10.1% |
| 1Y | +18.8% | +67.9% | -49.1% | -26.3% |
| 3Y | +649.9% | +88.8% | +561.1% | +291.2% |
| All | +649.9% | +88.2% | +561.7% | +291.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling