+667.3%
B vs RIO
+6,008.3%
-5,341.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +9.4% | +4.0% | +5.5% | +8.2% |
| 3M | +5.0% | +0.1% | +4.9% | +5.3% |
| 6M | -3.5% | +12.7% | -16.3% | -6.4% |
| YTD | +4.5% | +35.6% | -31.1% | -3.9% |
| 1Y | +67.8% | +73.7% | -5.9% | +43.3% |
| 3Y | +196.7% | +93.3% | +103.4% | +144.5% |
| 5Y | +151.9% | +92.4% | +59.5% | +104.5% |
| 10Y | +202.2% | +606.9% | -404.8% | +59.0% |
| All | +667.3% | +6,008.3% | -5,341.0% | +220.3% |
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