+2,609.4%
RIO vs SBAC
+2,208.1%
+401.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | 0.0% | -0.8% | +0.8% | +0.1% |
| 30D | +4.0% | +6.9% | -3.0% | +2.8% |
| 3M | +0.1% | -8.2% | +8.4% | +1.3% |
| 6M | +12.7% | -1.6% | +14.4% | +12.1% |
| YTD | +35.6% | -0.1% | +35.7% | +34.4% |
| 1Y | +73.7% | -0.5% | +74.2% | +72.1% |
| 3Y | +93.3% | -9.1% | +102.4% | +92.6% |
| 5Y | +92.4% | -43.8% | +136.2% | +105.1% |
| 10Y | +606.9% | +80.5% | +526.4% | +518.4% |
| All | +2,609.4% | +2,208.1% | +401.3% | +1,746.5% |
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