-35.0%
AUR vs RIO
+64.7%
-99.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +11.1% | +1.0% | +10.1% | +10.4% |
| 30D | -6.9% | +4.0% | -10.9% | -9.4% |
| 3M | +5.5% | +4.5% | +1.0% | +1.8% |
| 6M | +41.0% | +17.3% | +23.7% | +27.6% |
| YTD | +69.3% | +36.2% | +33.1% | +38.9% |
| 1Y | +14.0% | +76.1% | -62.1% | -20.5% |
| 3Y | +90.1% | +102.5% | -12.5% | +24.2% |
| 5Y | -34.4% | +103.5% | -137.9% | -58.7% |
| All | -35.0% | +64.7% | -99.7% | -59.2% |
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