+64.7%
D vs RIO
+100.4%
-35.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | -2.6% | +4.0% | -6.6% | -3.2% |
| 3M | 0.0% | +0.1% | -0.1% | -0.1% |
| 6M | +7.4% | +12.7% | -5.4% | +4.6% |
| YTD | +15.9% | +35.6% | -19.7% | +8.3% |
| 1Y | +18.1% | +73.7% | -55.6% | +4.0% |
| All | +64.7% | +100.4% | -35.7% | +33.7% |
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 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