-32.6%
MOD vs RIO
+29.3%
-61.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.6% | -25.0% | -24.0% |
| 7D | -31.3% | -1.6% | -29.7% | -30.8% |
| 30D | -46.1% | -11.6% | -34.5% | -40.9% |
| 3M | -51.1% | -12.7% | -38.4% | -46.2% |
| 6M | -62.1% | -12.4% | -49.7% | -58.0% |
| YTD | -26.2% | +11.0% | -37.2% | -28.0% |
| 1Y | -32.6% | +30.8% | -63.4% | -40.5% |
| All | -32.6% | +29.3% | -61.9% | -40.5% |
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