+99.6%
RIO vs SAN
+381.9%
-282.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.7% |
| 6M | +17.6% | +36.0% | -18.4% | +4.5% |
| YTD | +36.3% | +28.2% | +8.0% | +22.9% |
| 1Y | +71.2% | +54.1% | +17.1% | +44.2% |
| 3Y | +102.7% | +354.2% | -251.5% | +11.7% |
| 5Y | +99.6% | +387.3% | -287.7% | +0.8% |
| All | +99.6% | +381.9% | -282.4% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling