+137.1%
MOD vs RIO
+49.3%
+87.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.3% |
| 7D | -25.5% | +2.2% | -27.8% | -27.1% |
| 30D | -49.0% | -10.1% | -38.9% | -45.3% |
| 3M | -49.8% | -14.1% | -35.7% | -44.7% |
| 6M | -64.8% | -18.9% | -45.9% | -59.6% |
| YTD | -27.6% | +9.9% | -37.5% | -31.1% |
| 1Y | -35.2% | +27.0% | -62.2% | -43.5% |
| 3Y | +137.1% | +50.1% | +87.1% | +81.9% |
| All | +137.1% | +49.3% | +87.8% | +81.9% |
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