+29.4%
NDAQ vs RIO
+29.3%
+0.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +2.4% |
| 7D | +3.9% | -1.6% | +5.5% | +4.0% |
| 30D | +19.0% | -11.6% | +30.6% | +19.9% |
| 3M | +17.6% | -12.7% | +30.3% | +18.5% |
| 6M | +21.0% | -12.4% | +33.4% | +22.0% |
| YTD | +14.1% | +11.0% | +3.1% | +9.0% |
| 1Y | +29.4% | +30.8% | -1.4% | +20.2% |
| All | +29.4% | +29.3% | +0.1% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling