-4.6%
F vs RIO
+25.7%
-30.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.4% |
| 7D | -2.1% | +0.5% | -2.6% | -2.3% |
| 30D | +3.3% | -9.9% | +13.2% | +7.1% |
| 3M | -11.3% | -14.0% | +2.7% | -6.7% |
| 6M | +5.3% | -19.5% | +24.8% | +13.8% |
| YTD | -2.2% | +11.5% | -13.8% | -5.8% |
| All | -4.6% | +25.7% | -30.3% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling