-3.1%
NVO vs RIO
+91.0%
-94.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | -7.6% | -3.2% | -4.4% | -6.9% |
| 30D | -6.0% | +0.9% | -6.9% | -6.2% |
| 3M | -0.8% | -1.4% | +0.7% | -0.6% |
| 6M | +16.5% | +10.9% | +5.5% | +13.3% |
| YTD | -11.1% | +31.2% | -42.3% | -17.1% |
| 1Y | -16.7% | +67.9% | -84.6% | -26.7% |
| 3Y | -52.9% | +88.8% | -141.7% | -59.9% |
| All | -3.1% | +91.0% | -94.1% | -16.3% |
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 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