-26.3%
LOW vs RIO
+69.4%
-95.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -3.7% | -3.2% | -0.5% | -3.3% |
| 30D | -8.9% | +0.9% | -9.8% | -9.0% |
| 3M | -10.4% | -1.4% | -9.0% | -10.2% |
| 6M | -19.4% | +10.9% | -30.3% | -21.8% |
| YTD | -17.1% | +31.2% | -48.3% | -20.3% |
| 1Y | -26.3% | +67.9% | -94.2% | -28.5% |
| All | -26.3% | +69.4% | -95.7% | -28.5% |
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 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