+30.8%
RIO vs RSG
+19.5%
+11.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +4.0% |
| 7D | -1.6% | +5.1% | -6.7% | +0.4% |
| 30D | -11.6% | +15.3% | -26.9% | -6.6% |
| 3M | -12.7% | +18.6% | -31.3% | -6.6% |
| 6M | -12.4% | +19.5% | -31.9% | -5.7% |
| YTD | +11.0% | +17.2% | -6.2% | +19.4% |
| 1Y | +30.8% | +19.6% | +11.3% | +41.9% |
| All | +30.8% | +19.5% | +11.3% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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