+3,168.2%
MAR vs RIO
+2,639.3%
+528.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +1.6% | -0.9% | +2.5% | +1.9% |
| 30D | +13.8% | -9.1% | +22.9% | +17.3% |
| 3M | +20.3% | -13.7% | +34.0% | +25.8% |
| 6M | +21.3% | -24.3% | +45.7% | +32.0% |
| YTD | +37.2% | +8.9% | +28.3% | +31.2% |
| 1Y | +48.4% | +22.7% | +25.8% | +36.4% |
| 3Y | +120.1% | +51.2% | +69.0% | +86.0% |
| 5Y | +182.1% | +88.1% | +94.0% | +116.9% |
| 10Y | +530.2% | +352.3% | +177.9% | +252.9% |
| All | +3,168.2% | +2,639.3% | +528.8% | +735.7% |
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