+73.7%
RIO vs AS
-21.9%
+95.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -0.4% |
| 7D | 0.0% | -4.9% | +4.9% | +1.1% |
| 30D | +4.0% | -19.6% | +23.6% | +9.1% |
| 3M | +0.1% | -14.4% | +14.5% | +3.3% |
| 6M | +12.7% | -20.1% | +32.8% | +16.3% |
| YTD | +35.6% | -20.9% | +56.5% | +39.6% |
| 1Y | +73.7% | -21.9% | +95.6% | +74.5% |
| All | +73.7% | -21.9% | +95.6% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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