+119.8%
NDAQ vs RIO
+56.4%
+63.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.7% |
| 7D | +2.9% | +3.6% | -0.7% | +2.3% |
| 30D | +17.5% | -10.8% | +28.3% | +19.4% |
| 3M | +15.4% | -15.2% | +30.7% | +18.2% |
| 6M | +24.6% | -18.0% | +42.6% | +28.2% |
| YTD | +14.4% | +11.0% | +3.4% | +10.1% |
| 1Y | +26.9% | +26.4% | +0.6% | +18.7% |
| 3Y | +119.8% | +54.4% | +65.5% | +95.9% |
| All | +119.8% | +56.4% | +63.5% | +95.9% |
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