+3,368.7%
EXC vs RIO
+5,009.8%
-1,641.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.5% |
| 7D | -1.7% | +4.4% | -6.1% | -2.5% |
| 30D | +9.3% | -8.9% | +18.2% | +11.1% |
| 3M | +1.0% | -12.7% | +13.7% | +3.4% |
| 6M | +5.9% | -16.2% | +22.2% | +8.9% |
| YTD | +7.6% | +13.4% | -5.8% | +3.8% |
| 1Y | +2.4% | +30.9% | -28.5% | -3.9% |
| 3Y | +30.2% | +60.2% | -29.9% | +16.2% |
| 5Y | +41.4% | +98.9% | -57.6% | +18.8% |
| 10Y | +183.8% | +381.4% | -197.7% | +95.2% |
| All | +3,368.7% | +5,009.8% | -1,641.2% | +1,622.1% |
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