+209.9%
ON vs RIO
+2,537.0%
-2,327.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +2.4% | 0.0% | +2.5% | +2.4% |
| 30D | -3.3% | +4.0% | -7.3% | -5.3% |
| 3M | -43.6% | +0.1% | -43.7% | -43.5% |
| 6M | +19.0% | +12.7% | +6.2% | +12.7% |
| YTD | +37.4% | +35.6% | +1.8% | +18.5% |
| 1Y | +54.8% | +73.7% | -18.9% | +18.8% |
| 3Y | -25.2% | +93.3% | -118.5% | -45.3% |
| 5Y | +62.7% | +92.4% | -29.7% | +16.9% |
| 10Y | +574.3% | +606.9% | -32.6% | +176.2% |
| All | +209.9% | +2,537.0% | -2,327.0% | -52.4% |
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