+950.7%
HOOD vs RIO
+58.5%
+892.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.2% | -0.2% | +0.9% |
| 7D | -0.6% | +4.4% | -5.0% | -3.3% |
| 30D | -23.6% | -8.9% | -14.7% | -18.9% |
| 3M | -10.7% | -12.7% | +2.0% | -2.3% |
| 6M | +8.2% | -16.2% | +24.4% | +20.4% |
| YTD | -26.3% | +13.4% | -39.7% | -32.3% |
| 1Y | -36.1% | +30.9% | -67.0% | -46.4% |
| 3Y | +950.7% | +60.2% | +890.5% | +710.4% |
| All | +950.7% | +58.5% | +892.2% | +710.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling