+10.6%
ON vs RIO
+52.3%
-41.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.8% |
| 7D | +17.0% | +0.1% | +16.9% | +17.0% |
| 30D | -3.9% | -10.5% | +6.6% | +5.2% |
| 3M | -11.5% | -15.9% | +4.4% | +1.3% |
| 6M | -29.2% | -22.3% | -6.9% | -13.3% |
| YTD | +36.2% | +9.3% | +26.8% | +24.5% |
| 1Y | +49.6% | +23.0% | +26.6% | +23.5% |
| All | +10.6% | +52.3% | -41.7% | -24.4% |
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 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