+30.8%
RIO vs IT
-17.9%
+48.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.7% |
| 7D | -1.6% | -5.5% | +3.9% | -1.8% |
| 30D | -11.6% | +10.3% | -21.9% | -11.0% |
| 3M | -12.7% | +11.5% | -24.2% | -12.0% |
| 6M | -12.4% | +40.3% | -52.7% | -9.7% |
| YTD | +11.0% | -17.9% | +28.9% | +11.6% |
| 1Y | +30.8% | -8.8% | +39.6% | +29.3% |
| All | +30.8% | -17.9% | +48.8% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling