+88.8%
RIO vs BOXX
+14.7%
+74.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | -3.2% | +0.1% | -3.3% | -3.1% |
| 30D | +0.9% | +0.3% | +0.6% | +1.4% |
| 3M | -1.4% | +1.0% | -2.5% | -0.2% |
| 6M | +10.9% | +1.9% | +9.0% | +13.2% |
| YTD | +31.2% | +2.7% | +28.5% | +34.7% |
| 1Y | +67.9% | +4.0% | +63.9% | +74.0% |
| 3Y | +88.8% | +14.7% | +74.1% | +88.1% |
| All | +88.8% | +14.7% | +74.1% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 3y: compounded portfolio wealth divided by compounded BOXX 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…
3y analysis · Full analysis span regression · 6 months rolling