+21,235.1%
LOW vs RIO
+6,041.4%
+15,193.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | +0.4% | +1.9% | -1.6% | -0.1% |
| 30D | -10.1% | +5.0% | -15.1% | -11.2% |
| 3M | -2.9% | +5.1% | -8.0% | -4.2% |
| 6M | -19.4% | +17.6% | -37.0% | -22.9% |
| YTD | -15.4% | +36.3% | -51.7% | -22.1% |
| 1Y | -24.9% | +71.2% | -96.1% | -34.7% |
| 3Y | -7.8% | +102.7% | -110.5% | -23.6% |
| 5Y | +8.4% | +99.6% | -91.2% | -12.0% |
| 10Y | +226.8% | +603.1% | -376.3% | +94.7% |
| All | +21,235.1% | +6,041.4% | +15,193.7% | +5,991.4% |
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 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