+108.5%
RF vs RIO
+49.3%
+59.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.5% |
| 7D | -0.9% | +2.2% | -3.2% | -1.5% |
| 30D | +6.0% | -10.1% | +16.2% | +9.0% |
| 3M | -8.9% | -14.1% | +5.2% | -5.3% |
| 6M | +2.3% | -18.9% | +21.2% | +7.8% |
| YTD | +7.6% | +9.9% | -2.4% | +1.0% |
| 1Y | +21.2% | +27.0% | -5.8% | +8.0% |
| 3Y | +108.5% | +50.1% | +58.5% | +69.0% |
| All | +108.5% | +49.3% | +59.2% | +69.0% |
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