+71.2%
RIO vs AR
+17.5%
+53.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.5% |
| 7D | +1.9% | -1.8% | +3.8% | +1.8% |
| 30D | +5.0% | +12.6% | -7.6% | +5.9% |
| 3M | +5.1% | +10.0% | -4.9% | +5.9% |
| 6M | +17.6% | +0.6% | +17.0% | +17.2% |
| YTD | +36.3% | +13.4% | +22.9% | +34.3% |
| 1Y | +71.2% | +21.7% | +49.5% | +68.8% |
| All | +71.2% | +17.5% | +53.7% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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