+166.1%
B vs RIO
+49.3%
+116.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | 0.0% |
| 7D | +9.6% | +2.2% | +7.3% | +7.8% |
| 30D | +3.5% | -10.1% | +13.6% | +12.9% |
| 3M | -1.6% | -14.1% | +12.6% | +11.6% |
| 6M | -1.7% | -18.9% | +17.2% | +16.7% |
| YTD | -5.3% | +9.9% | -15.2% | -7.5% |
| 1Y | +27.2% | +27.0% | +0.2% | +13.8% |
| 3Y | +166.1% | +50.1% | +116.0% | +114.8% |
| All | +166.1% | +49.3% | +116.8% | +114.8% |
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