+13,475.5%
MO vs RIO
+5,812.5%
+7,663.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +0.1% | -3.2% | +3.4% | +0.5% |
| 30D | +7.1% | +0.9% | +6.2% | +6.9% |
| 3M | -2.0% | -1.4% | -0.5% | -2.0% |
| 6M | +7.3% | +10.9% | -3.6% | +5.3% |
| YTD | +23.5% | +31.2% | -7.8% | +18.3% |
| 1Y | +11.0% | +67.9% | -56.9% | +2.9% |
| 3Y | +95.0% | +88.8% | +6.2% | +76.6% |
| 5Y | +100.6% | +93.1% | +7.5% | +79.2% |
| 10Y | +114.5% | +593.0% | -478.4% | +61.2% |
| All | +13,475.5% | +5,812.5% | +7,663.0% | +6,999.8% |
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