-9.4%
NVTS vs RIO
+115.4%
-124.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | +3.5% | +1.0% | +2.5% | +2.6% |
| 30D | -11.9% | +4.0% | -16.0% | -15.1% |
| 3M | -49.2% | +4.5% | -53.8% | -50.8% |
| 6M | +38.4% | +17.3% | +21.1% | +23.7% |
| YTD | +62.5% | +36.2% | +26.3% | +30.4% |
| 1Y | +101.4% | +76.1% | +25.2% | +34.1% |
| 3Y | +40.4% | +102.5% | -62.1% | -13.6% |
| All | -9.4% | +115.4% | -124.7% | -47.5% |
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