-4.5%
LUNR vs RIO
+29.3%
-33.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.6% | -8.9% | -9.2% |
| 7D | -14.3% | -1.6% | -12.7% | -13.1% |
| 30D | -30.5% | -11.6% | -18.9% | -20.2% |
| 3M | -28.9% | -12.7% | -16.1% | -17.8% |
| 6M | -60.8% | -12.4% | -48.4% | -53.9% |
| YTD | -38.8% | +11.0% | -49.8% | -43.7% |
| 1Y | -4.5% | +30.8% | -35.4% | -34.9% |
| All | -4.5% | +29.3% | -33.9% | -34.9% |
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