+30.2%
EXC vs RIO
+58.5%
-28.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | 0.0% |
| 7D | -1.7% | +4.4% | -6.1% | -1.8% |
| 30D | +9.3% | -8.9% | +18.2% | +9.5% |
| 3M | +1.0% | -12.7% | +13.7% | +1.3% |
| 6M | +5.9% | -16.2% | +22.2% | +6.5% |
| YTD | +7.6% | +13.4% | -5.8% | +5.4% |
| 1Y | +2.4% | +30.9% | -28.5% | -1.1% |
| 3Y | +30.2% | +60.2% | -29.9% | +18.5% |
| All | +30.2% | +58.5% | -28.3% | +18.5% |
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 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