+53.1%
RGTI vs RIO
+77.8%
-24.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +2.4% |
| 7D | -0.1% | -3.4% | +3.2% | +2.2% |
| 30D | -16.2% | +0.6% | -16.8% | -16.6% |
| 3M | -22.0% | +2.5% | -24.6% | -23.3% |
| 6M | -10.8% | +10.8% | -21.6% | -15.4% |
| YTD | -31.6% | +30.5% | -62.0% | -41.4% |
| 1Y | -6.4% | +68.1% | -74.5% | -31.4% |
| 3Y | +665.7% | +94.0% | +571.6% | +415.0% |
| 5Y | +55.6% | +92.0% | -36.4% | +5.3% |
| All | +53.1% | +77.8% | -24.7% | +3.3% |
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