+2,076.3%
RIO vs SBAC
+2,222.3%
-146.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | -0.9% | +0.6% | -1.6% | -1.0% |
| 30D | -9.1% | +5.5% | -14.6% | -9.9% |
| 3M | -13.7% | +3.1% | -16.8% | -14.2% |
| 6M | -24.3% | -7.0% | -17.3% | -23.8% |
| YTD | +8.9% | +0.5% | +8.4% | +7.7% |
| 1Y | +22.7% | +0.2% | +22.4% | +21.4% |
| 3Y | +51.2% | -7.4% | +58.5% | +50.1% |
| 5Y | +88.1% | -39.7% | +127.8% | +98.2% |
| 10Y | +352.3% | +112.5% | +239.8% | +285.7% |
| All | +2,076.3% | +2,222.3% | -146.0% | +1,380.0% |
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