+887.9%
APP vs RIO
+51.7%
+836.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.1% |
| 7D | +4.6% | -0.9% | +5.5% | +5.1% |
| 30D | +56.0% | -9.1% | +65.1% | +63.2% |
| 3M | +30.8% | -13.7% | +44.5% | +39.8% |
| 6M | -9.8% | -24.3% | +14.5% | +2.8% |
| YTD | -39.3% | +8.9% | -48.2% | -44.2% |
| 1Y | -26.4% | +22.7% | -49.1% | -37.2% |
| 3Y | +887.9% | +51.2% | +836.8% | +601.8% |
| All | +887.9% | +51.7% | +836.2% | +601.8% |
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