+71.2%
RIO vs APD
+5.6%
+65.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +1.9% | -2.5% | +4.4% | +2.2% |
| 30D | +5.0% | -1.9% | +6.8% | +5.1% |
| 3M | +5.1% | +8.2% | -3.1% | +4.1% |
| 6M | +17.6% | +10.7% | +6.9% | +16.6% |
| YTD | +36.3% | +22.9% | +13.4% | +34.6% |
| 1Y | +71.2% | +5.8% | +65.4% | +67.8% |
| All | +71.2% | +5.6% | +65.6% | +67.8% |
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