+51.2%
RIO vs INDA
+16.8%
+34.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -0.9% | +1.1% | -2.0% | -1.6% |
| 30D | -9.1% | +9.4% | -18.5% | -13.7% |
| 3M | -13.7% | +2.9% | -16.6% | -15.1% |
| 6M | -24.3% | +7.2% | -31.6% | -27.3% |
| YTD | +8.9% | -4.8% | +13.7% | +11.0% |
| 1Y | +22.7% | -5.1% | +27.7% | +25.2% |
| 3Y | +51.2% | +16.7% | +34.5% | +37.0% |
| All | +51.2% | +16.8% | +34.4% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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