+382.9%
RIO vs ALM
+3,525.2%
-3,142.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +0.5% | -7.2% | +7.7% | +0.5% |
| 30D | -9.9% | -26.4% | +16.5% | -9.8% |
| 3M | -14.0% | -38.6% | +24.6% | -13.9% |
| 6M | -19.5% | -61.0% | +41.5% | -19.4% |
| YTD | +11.5% | -7.4% | +18.9% | +11.6% |
| 1Y | +26.9% | +14.0% | +13.0% | +27.0% |
| 3Y | +55.1% | +844.4% | -789.3% | +54.9% |
| 5Y | +90.7% | +410.8% | -320.1% | +90.4% |
| 10Y | +363.3% | +2,084.7% | -1,721.4% | +363.2% |
| All | +382.9% | +3,525.2% | -3,142.3% | +385.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling