-26.4%
APP vs RIO
+21.8%
-48.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.0% |
| 7D | +4.6% | -0.9% | +5.5% | +5.0% |
| 30D | +56.0% | -9.1% | +65.1% | +60.7% |
| 3M | +30.8% | -13.7% | +44.5% | +36.5% |
| 6M | -9.8% | -24.3% | +14.5% | -1.3% |
| YTD | -39.3% | +8.9% | -48.2% | -40.3% |
| 1Y | -26.4% | +22.7% | -49.1% | -34.4% |
| All | -26.4% | +21.8% | -48.2% | -34.4% |
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