+73.7%
RIO vs RRX
+14.9%
+58.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | 0.0% | +3.4% | -3.5% | -0.7% |
| 30D | +4.0% | -11.1% | +15.1% | +6.5% |
| 3M | +0.1% | -23.7% | +23.9% | +4.8% |
| 6M | +12.7% | -22.0% | +34.7% | +16.0% |
| YTD | +35.6% | +16.5% | +19.1% | +30.7% |
| 1Y | +73.7% | +11.5% | +62.2% | +67.6% |
| All | +73.7% | +14.9% | +58.8% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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