+91.5%
RIO vs RRX
+17.8%
+73.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | -0.3% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | +0.9% | -6.1% | +7.1% | +2.3% |
| 3M | -1.4% | -23.1% | +21.6% | +3.7% |
| 6M | +10.9% | -19.5% | +30.5% | +14.8% |
| YTD | +31.2% | +16.1% | +15.1% | +23.7% |
| 1Y | +67.9% | +12.9% | +55.0% | +58.6% |
| 3Y | +88.8% | +7.9% | +80.9% | +75.2% |
| All | +91.5% | +17.8% | +73.7% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling