+22.7%
RIO vs RUN
-55.1%
+77.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -0.9% | -13.5% | +12.6% | +0.6% |
| 30D | -9.1% | +18.3% | -27.4% | -11.2% |
| 3M | -13.7% | -12.5% | -1.2% | -12.7% |
| 6M | -24.3% | -40.3% | +16.0% | -20.4% |
| YTD | +8.9% | -53.1% | +62.0% | +13.3% |
| 1Y | +22.7% | -54.3% | +76.9% | +27.9% |
| All | +22.7% | -55.1% | +77.8% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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