+91.1%
RIO vs RUN
-85.5%
+176.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.1% | +4.1% | -1.5% |
| 7D | +0.1% | -13.7% | +13.8% | +1.2% |
| 30D | -10.5% | +9.4% | -19.9% | -11.3% |
| 3M | -15.9% | -13.4% | -2.5% | -15.3% |
| 6M | -22.3% | -39.6% | +17.3% | -20.0% |
| YTD | +9.3% | -53.7% | +63.0% | +13.3% |
| 1Y | +23.0% | -56.2% | +79.2% | +27.8% |
| 3Y | +52.1% | -9.7% | +61.8% | +39.7% |
| All | +91.1% | -85.5% | +176.5% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling