+107.5%
ALL vs RIO
+49.3%
+58.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.4% |
| 7D | -1.9% | +2.2% | -4.2% | -1.8% |
| 30D | +13.8% | -10.1% | +23.9% | +12.9% |
| 3M | -7.0% | -14.1% | +7.1% | -8.0% |
| 6M | +18.0% | -18.9% | +36.9% | +16.9% |
| YTD | +24.2% | +9.9% | +14.3% | +22.7% |
| 1Y | +31.2% | +27.0% | +4.2% | +29.0% |
| 3Y | +107.5% | +50.1% | +57.5% | +100.8% |
| All | +107.5% | +49.3% | +58.2% | +100.8% |
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