+94.8%
AUR vs RIO
+88.2%
+6.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.0% |
| 7D | +1.4% | -3.2% | +4.6% | +4.5% |
| 30D | -6.4% | +0.9% | -7.3% | -7.4% |
| 3M | +7.7% | -1.4% | +9.1% | +8.4% |
| 6M | +44.5% | +10.9% | +33.6% | +31.4% |
| YTD | +67.4% | +31.2% | +36.2% | +28.2% |
| 1Y | +15.4% | +67.9% | -52.5% | -31.0% |
| 3Y | +94.8% | +88.8% | +6.1% | +3.8% |
| All | +94.8% | +88.2% | +6.7% | +3.8% |
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