-8.5%
RGTI vs RIO
+69.4%
-77.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.1% |
| 7D | +0.5% | -3.2% | +3.7% | +3.9% |
| 30D | -17.1% | +0.9% | -18.0% | -18.0% |
| 3M | -26.0% | -1.4% | -24.5% | -25.1% |
| 6M | -9.9% | +10.9% | -20.8% | -17.3% |
| YTD | -31.1% | +31.2% | -62.3% | -44.6% |
| 1Y | -8.5% | +67.9% | -76.4% | -26.9% |
| All | -8.5% | +69.4% | -77.9% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling