+3,874.4%
RIO vs RSG
+2,005.0%
+1,869.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +1.9% | -0.7% | +2.7% | +2.2% |
| 30D | +5.0% | +3.3% | +1.7% | +3.6% |
| 3M | +5.1% | +8.5% | -3.3% | +1.4% |
| 6M | +17.6% | -3.5% | +21.1% | +18.1% |
| YTD | +36.3% | +5.5% | +30.8% | +32.0% |
| 1Y | +71.2% | -1.7% | +72.9% | +69.9% |
| 3Y | +102.7% | +56.9% | +45.8% | +65.6% |
| 5Y | +99.6% | +89.4% | +10.2% | +49.4% |
| 10Y | +603.1% | +412.5% | +190.6% | +256.8% |
| All | +3,874.4% | +2,005.0% | +1,869.4% | +1,351.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling