+30.8%
RIO vs ALM
+44.8%
-14.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.5% | +3.4% |
| 7D | -1.6% | -6.4% | +4.8% | -0.6% |
| 30D | -11.6% | -35.0% | +23.4% | -5.8% |
| 3M | -12.7% | -33.8% | +21.1% | -7.6% |
| 6M | -12.4% | -55.0% | +42.6% | -3.0% |
| YTD | +11.0% | -0.2% | +11.2% | +14.2% |
| 1Y | +30.8% | +41.8% | -10.9% | +34.5% |
| All | +30.8% | +44.8% | -14.0% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling