+98.9%
RIO vs ALM
+441.7%
-342.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.1% | -4.9% | +2.6% |
| 7D | +4.4% | +0.7% | +3.7% | +4.3% |
| 30D | -8.9% | -26.1% | +17.2% | -7.2% |
| 3M | -12.7% | -38.1% | +25.4% | -10.2% |
| 6M | -16.2% | -55.4% | +39.2% | -12.7% |
| YTD | +13.4% | -0.4% | +13.8% | +14.2% |
| 1Y | +30.9% | +25.4% | +5.5% | +30.7% |
| 3Y | +60.2% | +907.8% | -847.6% | +46.3% |
| 5Y | +98.9% | +440.2% | -341.2% | +86.5% |
| All | +98.9% | +441.7% | -342.8% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling