+120.9%
MAR vs RIO
+52.3%
+68.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.6% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | +14.3% | -10.5% | +24.8% | +17.4% |
| 3M | +20.0% | -15.9% | +35.9% | +25.1% |
| 6M | +21.7% | -22.3% | +44.0% | +29.2% |
| YTD | +37.7% | +9.3% | +28.4% | +30.8% |
| 1Y | +46.8% | +23.0% | +23.8% | +34.2% |
| All | +120.9% | +52.3% | +68.6% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling