+51.8%
RIO vs ACWI
+75.0%
-23.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.4% |
| 7D | +0.1% | +2.7% | -2.5% | -2.5% |
| 30D | -10.5% | -2.6% | -7.9% | -8.1% |
| 3M | -15.9% | -3.2% | -12.7% | -13.1% |
| 6M | -22.3% | +1.9% | -24.1% | -23.4% |
| YTD | +9.3% | +11.3% | -2.0% | -0.5% |
| 1Y | +23.0% | +11.7% | +11.4% | +11.7% |
| All | +51.8% | +75.0% | -23.3% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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