+23.0%
RIO vs AS
-3.0%
+26.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.3% |
| 7D | +0.1% | -3.6% | +3.8% | +1.1% |
| 30D | -10.5% | +3.4% | -13.9% | -11.2% |
| 3M | -15.9% | -8.6% | -7.3% | -14.1% |
| 6M | -22.3% | -10.0% | -12.2% | -20.6% |
| YTD | +9.3% | -19.2% | +28.5% | +12.1% |
| 1Y | +23.0% | -3.8% | +26.8% | +26.5% |
| All | +23.0% | -3.0% | +26.0% | +26.5% |
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