+1,460.5%
RF vs RIO
+6,008.3%
-4,547.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -3.6% | +4.0% | -7.6% | -5.2% |
| 3M | +8.1% | +0.1% | +8.0% | +7.3% |
| 6M | +11.5% | +12.7% | -1.2% | +5.3% |
| YTD | +15.6% | +35.6% | -20.0% | +1.5% |
| 1Y | +15.7% | +73.7% | -58.0% | -7.7% |
| 3Y | +86.9% | +93.3% | -6.4% | +41.5% |
| 5Y | +89.8% | +92.4% | -2.6% | +40.4% |
| 10Y | +344.7% | +606.9% | -262.3% | +104.5% |
| All | +1,460.5% | +6,008.3% | -4,547.8% | +367.2% |
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