+3,278.6%
MOD vs RIO
+6,008.3%
-2,729.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.1% |
| 7D | +9.6% | 0.0% | +9.6% | +9.6% |
| 30D | 0.0% | +4.0% | -3.9% | -1.9% |
| 3M | -35.4% | +0.1% | -35.5% | -35.5% |
| 6M | -7.3% | +12.7% | -20.0% | -11.7% |
| YTD | +45.8% | +35.6% | +10.2% | +27.4% |
| 1Y | +43.1% | +73.7% | -30.6% | +11.9% |
| 3Y | +297.7% | +93.3% | +204.4% | +195.0% |
| 5Y | +1,478.8% | +92.4% | +1,386.3% | +1,051.0% |
| 10Y | +1,633.4% | +606.9% | +1,026.4% | +632.8% |
| All | +3,278.6% | +6,008.3% | -2,729.7% | +767.7% |
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 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