+1,569.6%
QQQ vs RIO
+3,231.3%
-1,661.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.5% | +1.9% | -0.4% | +1.0% |
| 30D | -0.6% | +5.0% | -5.6% | -2.1% |
| 3M | +0.4% | +5.1% | -4.7% | -1.1% |
| 6M | +20.1% | +17.6% | +2.4% | +14.4% |
| YTD | +17.2% | +36.3% | -19.1% | +6.9% |
| 1Y | +24.7% | +71.2% | -46.5% | +6.6% |
| 3Y | +96.2% | +102.7% | -6.5% | +58.6% |
| 5Y | +94.4% | +99.6% | -5.2% | +54.5% |
| 10Y | +556.7% | +603.1% | -46.4% | +260.0% |
| All | +1,569.6% | +3,231.3% | -1,661.7% | +353.8% |
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 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