+3,365.6%
EXC vs RIO
+4,925.9%
-1,560.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -1.4% | +0.5% | -1.8% | -1.5% |
| 30D | +8.3% | -9.9% | +18.2% | +10.3% |
| 3M | +2.6% | -14.0% | +16.6% | +5.3% |
| 6M | +5.2% | -19.5% | +24.7% | +8.9% |
| YTD | +7.5% | +11.5% | -4.0% | +4.1% |
| 1Y | +3.2% | +26.9% | -23.8% | -2.7% |
| 3Y | +29.5% | +55.1% | -25.6% | +16.3% |
| 5Y | +39.7% | +90.7% | -51.0% | +18.3% |
| 10Y | +200.1% | +363.3% | -163.3% | +108.0% |
| All | +3,365.6% | +4,925.9% | -1,560.2% | +1,625.9% |
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