+486.9%
RIO vs ALM
+7,705.7%
-7,218.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.4% |
| 7D | 0.0% | -2.6% | +2.6% | 0.0% |
| 30D | +4.0% | +32.0% | -28.0% | +3.9% |
| 3M | +0.1% | -15.0% | +15.2% | +0.1% |
| 6M | +12.7% | -10.1% | +22.8% | +12.7% |
| YTD | +35.6% | +99.4% | -63.9% | +35.4% |
| 1Y | +73.7% | +316.4% | -242.7% | +73.4% |
| 3Y | +93.3% | +2,022.0% | -1,928.7% | +92.6% |
| 5Y | +92.4% | +941.2% | -848.8% | +91.8% |
| 10Y | +606.9% | +2,950.3% | -2,343.4% | +605.4% |
| All | +486.9% | +7,705.7% | -7,218.8% | +488.9% |
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