+95.8%
RIO vs APD
+27.6%
+68.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | 0.0% | -2.2% | +2.2% | +0.7% |
| 30D | +4.0% | +2.1% | +1.9% | +3.1% |
| 3M | +0.1% | +7.2% | -7.0% | -2.6% |
| 6M | +12.7% | +11.2% | +1.5% | +8.1% |
| YTD | +35.6% | +24.4% | +11.2% | +24.6% |
| 1Y | +73.7% | +6.7% | +67.0% | +68.3% |
| 3Y | +93.3% | +9.2% | +84.1% | +82.7% |
| All | +95.8% | +27.6% | +68.3% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling