+202.9%
B vs RIO
+100.4%
+102.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.5% |
| 7D | -1.6% | 0.0% | -1.6% | -1.5% |
| 30D | +9.4% | +4.0% | +5.5% | +6.4% |
| 3M | +5.0% | +0.1% | +4.9% | +5.2% |
| 6M | -3.5% | +12.7% | -16.3% | -10.7% |
| YTD | +4.5% | +35.6% | -31.1% | -12.9% |
| 1Y | +67.8% | +73.7% | -5.9% | +21.8% |
| All | +202.9% | +100.4% | +102.5% | +107.1% |
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