-55.6%
NVTS vs RIO
+90.3%
-145.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.0% |
| 7D | +3.9% | -0.9% | +4.9% | +5.2% |
| 30D | -4.3% | -9.1% | +4.8% | +5.2% |
| 3M | -34.5% | -13.7% | -20.8% | -24.3% |
| 6M | -57.7% | -24.3% | -33.4% | -44.7% |
| YTD | +25.4% | +8.9% | +16.5% | +23.8% |
| 1Y | +13.1% | +22.7% | -9.5% | +1.4% |
| 3Y | +48.9% | +51.2% | -2.3% | +16.9% |
| All | -55.6% | +90.3% | -145.9% | -72.9% |
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