+230.8%
RDW vs RIO
+88.2%
+142.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.8% |
| 7D | +0.9% | -3.2% | +4.1% | +3.6% |
| 30D | -21.3% | +0.9% | -22.2% | -22.4% |
| 3M | -37.9% | -1.4% | -36.4% | -37.7% |
| 6M | +12.3% | +10.9% | +1.3% | +2.3% |
| YTD | +39.7% | +31.2% | +8.5% | +11.4% |
| 1Y | +25.7% | +67.9% | -42.2% | -17.7% |
| 3Y | +230.8% | +88.8% | +142.0% | +70.7% |
| All | +230.8% | +88.2% | +142.7% | +70.7% |
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