+88.8%
RIO vs QSR
+25.8%
+63.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -3.2% | -4.0% | +0.8% | -2.2% |
| 30D | +0.9% | +2.8% | -1.8% | +0.2% |
| 3M | -1.4% | +5.1% | -6.5% | -2.8% |
| 6M | +10.9% | +8.8% | +2.1% | +7.6% |
| YTD | +31.2% | +14.8% | +16.4% | +24.7% |
| 1Y | +67.9% | +25.7% | +42.2% | +53.9% |
| 3Y | +88.8% | +27.5% | +61.3% | +66.7% |
| All | +88.8% | +25.8% | +63.0% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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