+29.4%
B vs RIO
+29.3%
0.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.6% | +4.7% | +4.4% |
| 7D | +1.1% | -1.6% | +2.7% | +3.0% |
| 30D | +0.3% | -11.6% | +11.9% | +14.4% |
| 3M | +5.4% | -12.7% | +18.1% | +22.0% |
| 6M | +5.5% | -12.4% | +17.9% | +21.7% |
| YTD | -6.3% | +11.0% | -17.3% | -10.8% |
| 1Y | +29.4% | +30.8% | -1.5% | +7.7% |
| All | +29.4% | +29.3% | 0.0% | +7.7% |
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