-66.4%
MOD vs RIO
-14.7%
-51.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.7% | -5.6% | -6.2% |
| 7D | -34.2% | -0.1% | -34.0% | -34.2% |
| 30D | -51.9% | -13.3% | -38.6% | -46.3% |
| 3M | -53.0% | -16.3% | -36.8% | -46.3% |
| 6M | -66.4% | -15.4% | -50.9% | -61.4% |
| All | -66.4% | -14.7% | -51.6% | -61.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling