+322.5%
RIO vs AR
-33.4%
+355.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +2.2% | -14.3% | +16.5% | +4.5% |
| 30D | -10.1% | +1.4% | -11.6% | -10.5% |
| 3M | -14.1% | +3.4% | -17.5% | -14.8% |
| 6M | -18.9% | -2.1% | -16.8% | -19.2% |
| YTD | +9.9% | +4.7% | +5.2% | +7.7% |
| 1Y | +27.0% | +10.6% | +16.4% | +23.1% |
| 3Y | +50.1% | +24.6% | +25.5% | +39.3% |
| 5Y | +95.3% | +71.9% | +23.4% | +67.9% |
| 10Y | +425.9% | +46.4% | +379.5% | +373.2% |
| All | +322.5% | -33.4% | +355.9% | +332.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling