+91.1%
NDAQ vs RIO
+95.3%
-4.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -1.6% | +1.0% | -2.5% | -1.7% |
| 30D | -1.5% | +4.0% | -5.5% | -2.1% |
| 3M | +8.0% | +4.5% | +3.5% | +7.4% |
| 6M | +7.7% | +17.3% | -9.6% | +4.4% |
| YTD | -2.3% | +36.2% | -38.5% | -8.7% |
| 1Y | +0.6% | +76.1% | -75.6% | -11.2% |
| All | +91.1% | +95.3% | -4.1% | +61.8% |
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 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