-7.5%
IR vs RIO
+71.3%
-78.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -1.9% | +1.0% | -2.9% | -2.2% |
| 30D | -15.0% | +4.0% | -19.1% | -16.3% |
| 3M | -0.4% | +4.5% | -5.0% | -2.1% |
| 6M | -15.0% | +17.3% | -32.4% | -20.8% |
| YTD | -7.1% | +36.2% | -43.2% | -16.9% |
| 1Y | -7.5% | +76.1% | -83.7% | -18.2% |
| All | -7.5% | +71.3% | -78.9% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling