+78.6%
RIO vs BOXX
+18.4%
+60.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -3.4% | 0.0% | -3.4% | -3.2% |
| 30D | +0.6% | +0.3% | +0.3% | +1.3% |
| 3M | +2.5% | +1.0% | +1.6% | +5.0% |
| 6M | +10.8% | +1.9% | +8.9% | +15.8% |
| YTD | +30.5% | +2.6% | +27.8% | +38.5% |
| 1Y | +68.1% | +4.0% | +64.1% | +83.9% |
| 3Y | +94.0% | +14.6% | +79.4% | +177.4% |
| All | +78.6% | +18.4% | +60.2% | +160.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling