+90.0%
RIO vs M
-11.5%
+101.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +1.3% |
| 7D | +2.2% | -4.3% | +6.5% | +2.8% |
| 30D | -10.1% | +1.3% | -11.4% | -10.4% |
| 3M | -14.1% | -7.4% | -6.8% | -13.5% |
| 6M | -18.9% | +18.3% | -37.2% | -21.1% |
| YTD | +9.9% | +7.6% | +2.3% | +7.9% |
| 1Y | +27.0% | +17.4% | +9.6% | +23.0% |
| 3Y | +50.1% | +108.4% | -58.3% | +29.2% |
| All | +90.0% | -11.5% | +101.5% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 5y: compounded portfolio wealth divided by compounded M 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…
5y analysis · Full analysis span regression · 6 months rolling