+26.4%
RIO vs AS
+6.1%
+20.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.7% |
| 7D | +3.6% | +4.5% | -0.9% | +2.5% |
| 30D | -10.8% | +13.2% | -24.0% | -13.4% |
| 3M | -15.2% | -11.9% | -3.3% | -12.5% |
| 6M | -18.0% | -11.6% | -6.4% | -15.8% |
| YTD | +11.0% | -14.7% | +25.7% | +12.4% |
| 1Y | +26.4% | +5.7% | +20.6% | +28.1% |
| All | +26.4% | +6.1% | +20.3% | +28.1% |
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