+53.6%
RIO vs Q
+78.4%
-24.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.5% |
| 7D | +1.0% | +6.6% | -5.6% | -0.5% |
| 30D | +4.0% | -6.6% | +10.6% | +5.4% |
| 3M | +4.5% | -13.2% | +17.8% | +6.8% |
| 6M | +17.3% | +9.9% | +7.4% | +12.4% |
| YTD | +36.2% | +53.9% | -17.8% | +24.8% |
| All | +53.6% | +78.4% | -24.8% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling