+3,215.9%
EXC vs RIO
+6,008.3%
-2,792.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -3.7% | +4.0% | -7.7% | -4.5% |
| 3M | -1.3% | +0.1% | -1.4% | -1.6% |
| 6M | -9.7% | +12.7% | -22.4% | -12.3% |
| YTD | +2.9% | +35.6% | -32.7% | -3.9% |
| 1Y | +4.4% | +73.7% | -69.3% | -7.2% |
| 3Y | +22.2% | +93.3% | -71.1% | +5.3% |
| 5Y | +46.7% | +92.4% | -45.7% | +24.2% |
| 10Y | +155.3% | +606.9% | -451.6% | +63.4% |
| All | +3,215.9% | +6,008.3% | -2,792.3% | +1,494.2% |
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