+1,717.3%
RIO vs A
+557.8%
+1,159.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -1.7% |
| 7D | +3.6% | +1.4% | +2.2% | +3.1% |
| 30D | -10.8% | +4.3% | -15.1% | -12.2% |
| 3M | -15.2% | +19.8% | -35.0% | -20.6% |
| 6M | -18.0% | +54.4% | -72.4% | -30.3% |
| YTD | +11.0% | +31.7% | -20.7% | -0.7% |
| 1Y | +26.4% | +22.4% | +3.9% | +15.8% |
| 3Y | +54.4% | +67.7% | -13.3% | +24.0% |
| 5Y | +98.1% | +15.7% | +82.3% | +76.8% |
| 10Y | +358.5% | +308.7% | +49.8% | +161.3% |
| All | +1,717.3% | +557.8% | +1,159.5% | +586.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling