+193.0%
HOOD vs RIO
+97.3%
+95.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.4% | -4.2% |
| 7D | +13.4% | +1.9% | +11.4% | +12.3% |
| 30D | +25.8% | +5.0% | +20.8% | +23.1% |
| 3M | +38.0% | +5.1% | +32.8% | +34.4% |
| 6M | +52.2% | +17.6% | +34.6% | +40.2% |
| YTD | +3.7% | +36.3% | -32.5% | -11.0% |
| 1Y | +0.1% | +71.2% | -71.1% | -22.8% |
| 3Y | +992.6% | +102.7% | +889.8% | +672.0% |
| 5Y | +193.0% | +99.6% | +93.4% | +96.6% |
| All | +193.0% | +97.3% | +95.7% | +96.6% |
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