+6,113.0%
RIO vs RRX
+3,879.9%
+2,233.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.9% |
| 7D | +1.0% | -0.7% | +1.7% | +1.2% |
| 30D | +4.0% | -8.0% | +12.0% | +7.2% |
| 3M | +4.5% | -25.1% | +29.6% | +14.5% |
| 6M | +17.3% | -18.3% | +35.6% | +23.1% |
| YTD | +36.2% | +14.2% | +22.0% | +23.9% |
| 1Y | +76.1% | +13.0% | +63.1% | +59.4% |
| 3Y | +102.5% | +4.2% | +98.3% | +76.0% |
| 5Y | +103.5% | +17.9% | +85.7% | +61.7% |
| 10Y | +619.2% | +220.4% | +398.7% | +261.7% |
| All | +6,113.0% | +3,879.9% | +2,233.1% | +2,102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling