+321.2%
MOD vs RIO
+92.9%
+228.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.0% |
| 7D | +9.6% | 0.0% | +9.6% | +9.6% |
| 30D | 0.0% | +4.0% | -3.9% | -2.8% |
| 3M | -35.4% | +0.1% | -35.5% | -35.6% |
| 6M | -7.3% | +12.7% | -20.0% | -13.9% |
| YTD | +45.8% | +35.6% | +10.2% | +20.4% |
| 1Y | +43.1% | +73.7% | -30.6% | +1.1% |
| All | +321.2% | +92.9% | +228.3% | +162.5% |
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 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