+2,498.9%
MAR vs RIO
+3,310.4%
-811.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -4.2% | 0.0% | -4.1% | -4.1% |
| 30D | -6.7% | +4.0% | -10.6% | -8.0% |
| 3M | -12.5% | +0.1% | -12.6% | -12.9% |
| 6M | +0.6% | +12.7% | -12.1% | -4.1% |
| YTD | +9.1% | +35.6% | -26.4% | -2.7% |
| 1Y | +26.2% | +73.7% | -47.5% | +3.3% |
| 3Y | +68.2% | +93.3% | -25.2% | +31.2% |
| 5Y | +163.9% | +92.4% | +71.5% | +101.3% |
| 10Y | +420.6% | +606.9% | -186.4% | +152.1% |
| All | +2,498.9% | +3,310.4% | -811.5% | +519.6% |
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 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