+504.0%
RIO vs RUN
-31.9%
+535.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | 0.0% | +1.3% | -1.3% | -0.2% |
| 30D | +4.0% | -15.3% | +19.2% | +5.5% |
| 3M | +0.1% | -40.0% | +40.1% | +4.7% |
| 6M | +12.7% | -27.0% | +39.7% | +15.2% |
| YTD | +35.6% | -51.7% | +87.2% | +42.4% |
| 1Y | +73.7% | -45.9% | +119.6% | +79.2% |
| 3Y | +93.3% | -43.8% | +137.1% | +78.6% |
| 5Y | +92.4% | -80.5% | +172.9% | +87.6% |
| 10Y | +606.9% | +45.3% | +561.7% | +376.8% |
| All | +504.0% | -31.9% | +535.9% | +315.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling