+99.6%
RIO vs S
-72.3%
+171.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.7% |
| 7D | +1.9% | -5.8% | +7.8% | +2.3% |
| 30D | +5.0% | -9.2% | +14.2% | +5.5% |
| 3M | +5.1% | +23.4% | -18.2% | +3.2% |
| 6M | +17.6% | +36.9% | -19.3% | +14.3% |
| YTD | +36.3% | +29.5% | +6.8% | +32.7% |
| 1Y | +71.2% | +5.4% | +65.8% | +69.0% |
| 3Y | +102.7% | +14.7% | +88.0% | +95.9% |
| 5Y | +99.6% | -71.5% | +171.1% | +96.7% |
| All | +99.6% | -72.3% | +171.9% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling