+1,242.0%
RIO vs MKTX
+1,445.1%
-203.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | +4.0% | +1.0% | +3.1% | +3.7% |
| 3M | +4.5% | +40.8% | -36.3% | -6.8% |
| 6M | +17.3% | -10.9% | +28.2% | +19.3% |
| YTD | +36.2% | -8.6% | +44.8% | +37.0% |
| 1Y | +76.1% | -11.6% | +87.7% | +78.3% |
| 3Y | +102.5% | -24.5% | +127.1% | +107.4% |
| 5Y | +103.5% | -60.7% | +164.2% | +146.3% |
| 10Y | +619.2% | +5.1% | +614.0% | +473.5% |
| All | +1,242.0% | +1,445.1% | -203.1% | +232.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling