+91.5%
RIO vs MKTX
-60.5%
+152.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.8% |
| 3M | -1.4% | +40.8% | -42.2% | -5.9% |
| 6M | +10.9% | -8.0% | +18.9% | +11.7% |
| YTD | +31.2% | -8.7% | +40.0% | +32.1% |
| 1Y | +67.9% | -11.8% | +79.8% | +69.8% |
| 3Y | +88.8% | -24.0% | +112.8% | +91.6% |
| All | +91.5% | -60.5% | +152.0% | +91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling