+3,716.0%
ALL vs RIO
+5,071.8%
-1,355.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.5% |
| 7D | 0.0% | 0.0% | +0.1% | 0.0% |
| 30D | -1.5% | +4.0% | -5.5% | -2.7% |
| 3M | +23.6% | +0.1% | +23.5% | +22.7% |
| 6M | +22.3% | +12.7% | +9.6% | +17.1% |
| YTD | +26.5% | +35.6% | -9.0% | +14.6% |
| 1Y | +27.0% | +73.7% | -46.7% | +7.2% |
| 3Y | +149.6% | +93.3% | +56.3% | +101.0% |
| 5Y | +118.1% | +92.4% | +25.7% | +71.8% |
| 10Y | +369.0% | +606.9% | -238.0% | +148.7% |
| All | +3,716.0% | +5,071.8% | -1,355.8% | +974.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling