+90.0%
RIO vs AR
+71.8%
+18.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +2.2% | -14.3% | +16.5% | +4.6% |
| 30D | -10.1% | +1.4% | -11.6% | -10.5% |
| 3M | -14.1% | +3.4% | -17.5% | -14.9% |
| 6M | -18.9% | -2.1% | -16.8% | -19.2% |
| YTD | +9.9% | +4.7% | +5.2% | +7.2% |
| 1Y | +27.0% | +10.6% | +16.4% | +22.3% |
| 3Y | +50.1% | +24.6% | +25.5% | +36.3% |
| All | +90.0% | +71.8% | +18.2% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling