+2,118.4%
RIO vs RL
+1,568.4%
+550.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.8% | -2.7% | +1.3% |
| 7D | +4.4% | +0.2% | +4.2% | +4.3% |
| 30D | -8.9% | +7.3% | -16.2% | -11.0% |
| 3M | -12.7% | +1.0% | -13.7% | -13.3% |
| 6M | -16.2% | +11.8% | -28.0% | -20.0% |
| YTD | +13.4% | +13.6% | -0.2% | +7.3% |
| 1Y | +30.9% | +24.0% | +6.9% | +20.3% |
| 3Y | +60.2% | +256.6% | -196.4% | +0.4% |
| 5Y | +98.9% | +240.2% | -141.3% | +22.7% |
| 10Y | +381.4% | +373.0% | +8.5% | +140.7% |
| All | +2,118.4% | +1,568.4% | +550.0% | +627.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling