+445.4%
RIO vs GNRC
+2,077.0%
-1,631.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.4% |
| 7D | +1.0% | +3.2% | -2.2% | +0.2% |
| 30D | +4.0% | -9.5% | +13.5% | +6.2% |
| 3M | +4.5% | -28.5% | +33.1% | +12.0% |
| 6M | +17.3% | -10.0% | +27.3% | +18.3% |
| YTD | +36.2% | +36.7% | -0.6% | +23.8% |
| 1Y | +76.1% | +2.6% | +73.6% | +69.8% |
| 3Y | +102.5% | +61.9% | +40.6% | +68.7% |
| 5Y | +103.5% | -59.0% | +162.6% | +123.1% |
| 10Y | +619.2% | +444.8% | +174.4% | +243.0% |
| All | +445.4% | +2,077.0% | -1,631.5% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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