+5,073.9%
RIO vs APD
+5,367.8%
-293.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.1% | +2.0% |
| 7D | +4.4% | -1.6% | +6.0% | +5.4% |
| 30D | -8.9% | +10.6% | -19.5% | -14.0% |
| 3M | -12.7% | +2.5% | -15.2% | -14.2% |
| 6M | -16.2% | +6.0% | -22.2% | -19.6% |
| YTD | +13.4% | +28.4% | -15.0% | -3.2% |
| 1Y | +30.9% | +22.2% | +8.8% | +14.3% |
| 3Y | +60.2% | +26.6% | +33.6% | +31.0% |
| 5Y | +98.9% | +11.8% | +87.2% | +70.6% |
| 10Y | +381.4% | +187.8% | +193.7% | +126.8% |
| All | +5,073.9% | +5,367.8% | -293.9% | +971.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling