+506.8%
F vs RIO
+4,852.5%
-4,345.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +1.6% | +2.2% | -0.7% | +0.8% |
| 30D | +2.6% | -10.1% | +12.8% | +6.3% |
| 3M | -8.8% | -14.1% | +5.3% | -4.3% |
| 6M | +4.6% | -18.9% | +23.5% | +11.7% |
| YTD | -1.9% | +9.9% | -11.8% | -5.8% |
| 1Y | -0.8% | +27.0% | -27.7% | -9.3% |
| 3Y | +43.5% | +50.1% | -6.6% | +22.8% |
| 5Y | -12.1% | +95.3% | -107.3% | -32.2% |
| 10Y | +83.6% | +425.9% | -342.3% | +1.3% |
| All | +506.8% | +4,852.5% | -4,345.7% | +52.2% |
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