+3,113.0%
RIO vs NVS
+1,078.6%
+2,034.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -13.9% | +14.5% | +8.5% |
| 7D | +1.9% | -14.6% | +16.5% | +10.4% |
| 30D | +5.0% | -11.9% | +16.9% | +11.4% |
| 3M | +5.1% | -6.0% | +11.1% | +7.1% |
| 6M | +17.6% | -11.4% | +29.0% | +23.8% |
| YTD | +36.3% | +2.9% | +33.4% | +31.4% |
| 1Y | +71.2% | +10.2% | +60.9% | +57.9% |
| 3Y | +102.7% | +55.3% | +47.4% | +49.5% |
| 5Y | +99.6% | +89.6% | +10.0% | +28.5% |
| 10Y | +603.1% | +176.1% | +427.1% | +255.0% |
| All | +3,113.0% | +1,078.6% | +2,034.4% | +804.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 all: compounded portfolio wealth divided by compounded NVS 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…
all analysis · Full analysis span regression · 6 months rolling