+76.0%
RIO vs AS
+120.4%
-44.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -0.1% |
| 7D | 0.0% | -4.9% | +4.9% | +0.6% |
| 30D | +4.0% | -19.6% | +23.6% | +7.0% |
| 3M | +0.1% | -14.4% | +14.5% | +2.0% |
| 6M | +12.7% | -20.1% | +32.8% | +15.5% |
| YTD | +35.6% | -20.9% | +56.5% | +38.8% |
| 1Y | +73.7% | -21.9% | +95.6% | +77.8% |
| All | +76.0% | +120.4% | -44.4% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling