-27.4%
ON vs RIO
+104.4%
-131.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -5.0% | -4.9% |
| 7D | -2.2% | +1.9% | -4.1% | -3.6% |
| 30D | -12.4% | +5.0% | -17.4% | -16.1% |
| 3M | -41.2% | +5.1% | -46.3% | -43.7% |
| 6M | +25.0% | +17.6% | +7.4% | +10.1% |
| YTD | +31.3% | +36.3% | -5.0% | +1.4% |
| 1Y | +45.4% | +71.2% | -25.8% | -6.8% |
| 3Y | -27.4% | +102.7% | -130.1% | -59.8% |
| All | -27.4% | +104.4% | -131.8% | -59.8% |
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