+30.8%
RIO vs APD
+36.4%
-5.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.4% |
| 7D | -1.6% | +3.8% | -5.4% | -2.0% |
| 30D | -11.6% | +14.1% | -25.7% | -13.1% |
| 3M | -12.7% | +8.2% | -20.9% | -13.7% |
| 6M | -12.4% | +7.5% | -19.9% | -13.3% |
| YTD | +11.0% | +31.7% | -20.7% | +9.1% |
| 1Y | +30.8% | +35.1% | -4.2% | +28.1% |
| All | +30.8% | +36.4% | -5.5% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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