+151.7%
HYG vs RIO
+448.4%
-296.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -0.7% | -3.2% | +2.5% | -0.3% |
| 30D | -0.7% | +0.9% | -1.7% | -0.9% |
| 3M | -0.2% | -1.4% | +1.2% | -0.2% |
| 6M | +1.4% | +10.9% | -9.5% | -0.1% |
| YTD | +1.5% | +31.2% | -29.8% | -2.3% |
| 1Y | +2.9% | +67.9% | -65.0% | -3.9% |
| 3Y | +25.6% | +88.8% | -63.2% | +15.0% |
| 5Y | +18.6% | +93.1% | -74.6% | +6.9% |
| 10Y | +55.7% | +593.0% | -537.2% | +17.4% |
| All | +151.7% | +448.4% | -296.7% | +78.2% |
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