-15.8%
F vs RIO
+94.1%
-109.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +1.6% | +2.2% | -0.7% | +0.7% |
| 30D | +2.6% | -10.1% | +12.8% | +7.1% |
| 3M | -8.8% | -14.1% | +5.3% | -3.3% |
| 6M | +4.6% | -18.9% | +23.5% | +13.3% |
| YTD | -1.9% | +9.9% | -11.8% | -6.9% |
| 1Y | -0.8% | +27.0% | -27.7% | -11.5% |
| 3Y | +43.5% | +50.1% | -6.6% | +16.9% |
| All | -15.8% | +94.1% | -109.9% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling