+50.1%
RIO vs RL
+240.1%
-190.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | +2.2% | -4.2% | +6.4% | +3.0% |
| 30D | -10.1% | +4.3% | -14.4% | -10.9% |
| 3M | -14.1% | -4.6% | -9.5% | -13.5% |
| 6M | -18.9% | +1.7% | -20.6% | -19.6% |
| YTD | +9.9% | +7.3% | +2.6% | +7.6% |
| 1Y | +27.0% | +20.8% | +6.2% | +21.7% |
| 3Y | +50.1% | +247.0% | -196.9% | +9.9% |
| All | +50.1% | +240.1% | -190.0% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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