+90.0%
RIO vs S
-67.4%
+157.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | +2.2% | -13.4% | +15.7% | +3.2% |
| 30D | -10.1% | -14.0% | +3.9% | -9.3% |
| 3M | -14.1% | +4.9% | -19.0% | -14.8% |
| 6M | -18.9% | +42.0% | -60.9% | -21.5% |
| YTD | +9.9% | +45.1% | -35.2% | +5.8% |
| 1Y | +27.0% | +33.1% | -6.1% | +22.9% |
| 3Y | +50.1% | +40.6% | +9.4% | +42.4% |
| All | +90.0% | -67.4% | +157.4% | +95.9% |
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