+4,988.9%
RIO vs SAN
+1,913.5%
+3,075.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +0.5% | +3.4% | -2.9% | -1.1% |
| 30D | -9.9% | -6.3% | -3.6% | -7.5% |
| 3M | -14.0% | -14.1% | +0.1% | -8.3% |
| 6M | -19.5% | +4.2% | -23.7% | -21.7% |
| YTD | +11.5% | +9.0% | +2.5% | +5.3% |
| 1Y | +26.9% | +18.8% | +8.2% | +15.2% |
| 3Y | +55.1% | +252.0% | -196.9% | -17.3% |
| 5Y | +90.7% | +299.5% | -208.8% | -8.2% |
| 10Y | +363.3% | +276.7% | +86.7% | +108.5% |
| All | +4,988.9% | +1,913.5% | +3,075.4% | +1,613.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling