+24,249.7%
LOW vs RIO
+4,806.4%
+19,443.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +1.4% | -0.9% | +2.3% | +1.6% |
| 30D | +21.7% | -9.1% | +30.8% | +24.4% |
| 3M | +5.0% | -13.7% | +18.7% | +8.6% |
| 6M | +4.6% | -24.3% | +28.9% | +11.2% |
| YTD | -3.5% | +8.9% | -12.4% | -6.4% |
| 1Y | +0.5% | +22.7% | -22.1% | -5.2% |
| 3Y | +24.8% | +51.2% | -26.4% | +10.9% |
| 5Y | +6.5% | +88.1% | -81.7% | -12.3% |
| 10Y | +294.6% | +352.3% | -57.8% | +160.0% |
| All | +24,249.7% | +4,806.4% | +19,443.3% | +7,224.2% |
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