+43.4%
NVTS vs RIO
+88.2%
-44.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +3.7% |
| 7D | -1.4% | -3.2% | +1.8% | +2.3% |
| 30D | -16.5% | +0.9% | -17.4% | -17.6% |
| 3M | -47.6% | -1.4% | -46.2% | -46.7% |
| 6M | +7.3% | +10.9% | -3.7% | -2.4% |
| YTD | +62.9% | +31.2% | +31.7% | +26.5% |
| 1Y | +91.3% | +67.9% | +23.4% | +17.8% |
| 3Y | +43.4% | +88.8% | -45.4% | -21.0% |
| All | +43.4% | +88.2% | -44.8% | -21.0% |
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 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