+2,502.3%
D vs RIO
+4,852.5%
-2,350.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | +3.0% | +2.2% | +0.7% | +2.7% |
| 30D | +11.5% | -10.1% | +21.6% | +13.2% |
| 3M | +3.7% | -14.1% | +17.9% | +5.9% |
| 6M | +13.5% | -18.9% | +32.4% | +16.6% |
| YTD | +20.7% | +9.9% | +10.8% | +18.3% |
| 1Y | +18.2% | +27.0% | -8.8% | +13.3% |
| 3Y | +73.3% | +50.1% | +23.2% | +61.1% |
| 5Y | +12.3% | +95.3% | -83.0% | -0.9% |
| 10Y | +43.4% | +425.9% | -382.5% | +6.8% |
| All | +2,502.3% | +4,852.5% | -2,350.2% | +1,306.5% |
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