+88.8%
RIO vs MKTX
-25.3%
+114.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | +0.9% | +0.7% | +0.2% | +0.9% |
| 3M | -1.4% | +40.8% | -42.2% | -4.2% |
| 6M | +10.9% | -8.0% | +18.9% | +11.3% |
| YTD | +31.2% | -8.7% | +40.0% | +31.6% |
| 1Y | +67.9% | -11.8% | +79.8% | +69.0% |
| 3Y | +88.8% | -24.0% | +112.8% | +87.8% |
| All | +88.8% | -25.3% | +114.1% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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