+510.7%
F vs RIO
+5,009.8%
-4,499.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.5% | -0.4% |
| 7D | -0.6% | +4.4% | -5.1% | -2.1% |
| 30D | +2.9% | -8.9% | +11.7% | +6.0% |
| 3M | -9.5% | -12.7% | +3.2% | -5.5% |
| 6M | +4.0% | -16.2% | +20.2% | +9.8% |
| YTD | -1.3% | +13.4% | -14.7% | -6.2% |
| 1Y | -1.9% | +30.9% | -32.8% | -11.3% |
| 3Y | +53.5% | +60.2% | -6.7% | +28.5% |
| 5Y | -15.1% | +98.9% | -114.1% | -35.0% |
| 10Y | +81.0% | +381.4% | -300.5% | +2.6% |
| All | +510.7% | +5,009.8% | -4,499.1% | +51.5% |
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