+2,397.6%
D vs RIO
+6,008.3%
-3,610.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| 6M | +7.4% | +12.7% | -5.4% | +5.1% |
| YTD | +15.9% | +35.6% | -19.7% | +10.2% |
| 1Y | +18.1% | +73.7% | -55.6% | +8.2% |
| 3Y | +58.4% | +93.3% | -34.9% | +42.1% |
| 5Y | +5.2% | +92.4% | -87.2% | -6.9% |
| 10Y | +35.9% | +606.9% | -571.1% | -3.0% |
| All | +2,397.6% | +6,008.3% | -3,610.7% | +1,210.8% |
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 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