+73.7%
RIO vs SAN
+58.9%
+14.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | 0.0% | +1.8% | -1.8% | -0.8% |
| 30D | +4.0% | +2.0% | +2.0% | +3.1% |
| 3M | +0.1% | +19.7% | -19.6% | -7.5% |
| 6M | +12.7% | +30.6% | -17.9% | 0.0% |
| YTD | +35.6% | +28.8% | +6.7% | +18.7% |
| 1Y | +73.7% | +57.8% | +15.9% | +43.9% |
| All | +73.7% | +58.9% | +14.8% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling