-31.8%
LVS vs RIO
+29.3%
-61.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.6% | +2.9% | +5.7% |
| 7D | +13.4% | -1.6% | +15.0% | +13.7% |
| 30D | +12.2% | -11.6% | +23.8% | +14.8% |
| 3M | -10.7% | -12.7% | +2.0% | -8.4% |
| 6M | -19.8% | -12.4% | -7.4% | -18.5% |
| YTD | -35.8% | +11.0% | -46.8% | -38.9% |
| 1Y | -31.8% | +30.8% | -62.6% | -36.6% |
| All | -31.8% | +29.3% | -61.1% | -36.6% |
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