+102.7%
RIO vs SBAC
-9.5%
+112.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | +5.0% | +3.2% | +1.7% | +4.5% |
| 3M | +5.1% | -5.1% | +10.2% | +5.6% |
| 6M | +17.6% | -2.1% | +19.7% | +17.6% |
| YTD | +36.3% | -0.5% | +36.8% | +35.6% |
| 1Y | +71.2% | +1.1% | +70.1% | +69.5% |
| 3Y | +102.7% | -7.4% | +110.1% | +108.2% |
| All | +102.7% | -9.5% | +112.2% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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