+2,551.9%
RIO vs RL
+1,366.2%
+1,185.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.2% |
| 7D | 0.0% | -0.8% | +0.8% | +0.2% |
| 30D | +4.0% | -7.8% | +11.7% | +6.5% |
| 3M | +0.1% | -4.0% | +4.1% | +1.0% |
| 6M | +12.7% | -1.9% | +14.6% | +12.3% |
| YTD | +35.6% | -0.2% | +35.7% | +34.1% |
| 1Y | +73.7% | +10.7% | +63.0% | +65.6% |
| 3Y | +93.3% | +210.8% | -117.5% | +26.8% |
| 5Y | +92.4% | +238.2% | -145.8% | +18.5% |
| 10Y | +606.9% | +313.4% | +293.6% | +269.8% |
| All | +2,551.9% | +1,366.2% | +1,185.7% | +808.8% |
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