+1,690.2%
RIO vs A
+539.8%
+1,150.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.2% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | -10.5% | +0.8% | -11.3% | -10.8% |
| 3M | -15.9% | +16.9% | -32.8% | -20.5% |
| 6M | -22.3% | +53.8% | -76.0% | -33.8% |
| YTD | +9.3% | +28.1% | -18.8% | -1.2% |
| 1Y | +23.0% | +15.0% | +8.0% | +15.3% |
| 3Y | +52.1% | +63.1% | -11.0% | +23.3% |
| 5Y | +88.9% | +11.5% | +77.4% | +70.8% |
| 10Y | +354.1% | +303.2% | +51.0% | +160.1% |
| All | +1,690.2% | +539.8% | +1,150.5% | +583.0% |
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