+1,418.1%
MOD vs RIO
+4,818.8%
-3,400.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.7% | -5.6% | -6.5% |
| 7D | -34.2% | -0.1% | -34.0% | -34.4% |
| 30D | -51.9% | -13.3% | -38.6% | -48.8% |
| 3M | -53.0% | -16.3% | -36.8% | -49.3% |
| 6M | -66.4% | -15.4% | -50.9% | -63.8% |
| YTD | -31.5% | +9.2% | -40.7% | -34.3% |
| 1Y | -39.6% | +26.5% | -66.1% | -45.6% |
| 3Y | +116.8% | +49.9% | +66.9% | +79.6% |
| 5Y | +713.8% | +93.9% | +619.9% | +492.5% |
| 10Y | +882.7% | +422.3% | +460.4% | +374.1% |
| All | +1,418.1% | +4,818.8% | -3,400.7% | +328.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling