+102.7%
RIO vs SAN
+356.8%
-254.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +1.9% | +3.3% | -1.4% | +0.7% |
| 30D | +5.0% | +1.1% | +3.9% | +4.5% |
| 3M | +5.1% | +22.2% | -17.1% | -2.5% |
| 6M | +17.6% | +36.0% | -18.4% | +4.9% |
| YTD | +36.3% | +28.2% | +8.0% | +23.1% |
| 1Y | +71.2% | +54.1% | +17.1% | +45.0% |
| 3Y | +102.7% | +354.2% | -251.5% | +12.0% |
| All | +102.7% | +356.8% | -254.1% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling