+29.2%
ALL vs RIO
+71.3%
-42.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.2% | +1.0% | -3.2% | -2.0% |
| 30D | -5.6% | +4.0% | -9.6% | -4.7% |
| 3M | +17.2% | +4.5% | +12.7% | +19.3% |
| 6M | +23.2% | +17.3% | +5.9% | +27.5% |
| YTD | +23.6% | +36.2% | -12.6% | +30.9% |
| 1Y | +29.2% | +76.1% | -47.0% | +49.4% |
| All | +29.2% | +71.3% | -42.2% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling