+5,034.3%
RIO vs M
+442.1%
+4,592.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.1% | -4.9% | +1.3% |
| 7D | +4.4% | +2.5% | +1.9% | +3.7% |
| 30D | -8.9% | +10.1% | -18.9% | -11.1% |
| 3M | -12.7% | -0.9% | -11.7% | -13.0% |
| 6M | -16.2% | +30.2% | -46.4% | -22.2% |
| YTD | +13.4% | +16.3% | -2.9% | +7.5% |
| 1Y | +30.9% | +27.0% | +3.9% | +21.2% |
| 3Y | +60.2% | +154.5% | -94.3% | +17.7% |
| 5Y | +98.9% | -1.1% | +100.0% | +70.9% |
| 10Y | +381.4% | +0.5% | +380.9% | +232.0% |
| All | +5,034.3% | +442.1% | +4,592.2% | +2,131.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling