+6,037.5%
RIO vs M
+396.5%
+5,641.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.2% |
| 7D | 0.0% | +4.7% | -4.8% | -1.1% |
| 30D | +4.0% | -9.6% | +13.6% | +6.4% |
| 3M | +0.1% | +0.9% | -0.7% | -0.5% |
| 6M | +12.7% | +22.3% | -9.6% | +6.6% |
| YTD | +35.6% | +6.5% | +29.0% | +31.8% |
| 1Y | +73.7% | +38.8% | +34.9% | +57.8% |
| 3Y | +93.3% | +115.9% | -22.6% | +48.0% |
| 5Y | +92.4% | +28.6% | +63.8% | +53.0% |
| 10Y | +606.9% | -2.5% | +609.5% | +390.5% |
| All | +6,037.5% | +396.5% | +5,641.0% | +2,635.0% |
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