+2,118.0%
RIO vs SBAC
+2,232.4%
-114.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | +3.6% | +3.6% | -0.1% | +3.0% |
| 30D | -10.8% | +4.9% | -15.7% | -11.6% |
| 3M | -15.2% | +6.5% | -21.7% | -16.2% |
| 6M | -18.0% | -11.1% | -6.9% | -16.8% |
| YTD | +11.0% | +0.9% | +10.0% | +9.7% |
| 1Y | +26.4% | -1.6% | +27.9% | +25.4% |
| 3Y | +54.4% | -7.0% | +61.3% | +53.2% |
| 5Y | +98.1% | -39.2% | +137.3% | +108.4% |
| 10Y | +358.5% | +111.4% | +247.2% | +291.3% |
| All | +2,118.0% | +2,232.4% | -114.4% | +1,407.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling