+54.4%
RIO vs A
+68.9%
-14.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -1.8% |
| 7D | +3.6% | +1.4% | +2.2% | +3.2% |
| 30D | -10.8% | +4.3% | -15.1% | -11.8% |
| 3M | -15.2% | +19.8% | -35.0% | -19.3% |
| 6M | -18.0% | +54.4% | -72.4% | -27.6% |
| YTD | +11.0% | +31.7% | -20.7% | +2.4% |
| 1Y | +26.4% | +22.4% | +3.9% | +19.0% |
| 3Y | +54.4% | +67.7% | -13.3% | +30.9% |
| All | +54.4% | +68.9% | -14.5% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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