+50.1%
RIO vs S
+34.5%
+15.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | +2.2% | -13.4% | +15.7% | +3.0% |
| 30D | -10.1% | -14.0% | +3.9% | -9.4% |
| 3M | -14.1% | +4.9% | -19.0% | -14.7% |
| 6M | -18.9% | +42.0% | -60.9% | -21.3% |
| YTD | +9.9% | +45.1% | -35.2% | +6.0% |
| 1Y | +27.0% | +33.1% | -6.1% | +23.3% |
| 3Y | +50.1% | +40.6% | +9.4% | +41.5% |
| All | +50.1% | +34.5% | +15.6% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling