+2,327.9%
NDAQ vs RIO
+2,077.2%
+250.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +2.5% | +4.0% | -1.5% | +1.1% |
| 3M | +9.9% | +0.1% | +9.8% | +9.4% |
| 6M | +9.4% | +12.7% | -3.3% | +4.2% |
| YTD | +0.4% | +35.6% | -35.1% | -10.3% |
| 1Y | +4.0% | +73.7% | -69.7% | -14.4% |
| 3Y | +94.4% | +93.3% | +1.1% | +52.0% |
| 5Y | +56.7% | +92.4% | -35.7% | +18.9% |
| 10Y | +375.3% | +606.9% | -231.7% | +119.7% |
| All | +2,327.9% | +2,077.2% | +250.6% | +627.1% |
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