+5,387.7%
O vs RIO
+3,512.0%
+1,875.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -1.9% | +4.0% | -5.9% | -2.8% |
| 3M | +3.8% | +0.1% | +3.7% | +3.4% |
| 6M | -4.7% | +12.7% | -17.5% | -8.0% |
| YTD | +12.5% | +35.6% | -23.1% | +3.7% |
| 1Y | +10.8% | +73.7% | -62.9% | -3.7% |
| 3Y | +28.8% | +93.3% | -64.5% | +7.9% |
| 5Y | +13.2% | +92.4% | -79.2% | -7.3% |
| 10Y | +53.5% | +606.9% | -553.5% | -10.4% |
| All | +5,387.7% | +3,512.0% | +1,875.7% | +2,257.4% |
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