+128.8%
MOD vs RIO
+55.4%
+73.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.2% |
| 7D | +8.2% | +0.5% | +7.7% | +8.1% |
| 30D | -38.2% | -9.9% | -28.3% | -33.6% |
| 3M | -46.2% | -14.0% | -32.2% | -40.6% |
| 6M | -62.5% | -19.5% | -43.0% | -56.7% |
| YTD | -20.1% | +11.5% | -31.6% | -24.6% |
| 1Y | -29.7% | +26.9% | -56.6% | -38.7% |
| All | +128.8% | +55.4% | +73.4% | +69.7% |
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 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