+30.8%
RIO vs SIMO
+94.5%
-63.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.6% | +13.2% | +4.3% |
| 7D | -1.6% | -16.9% | +15.3% | -0.4% |
| 30D | -11.6% | -35.4% | +23.8% | -9.0% |
| 3M | -12.7% | -31.9% | +19.2% | -10.8% |
| 6M | -12.4% | -19.3% | +6.9% | -11.5% |
| YTD | +11.0% | +98.5% | -87.5% | +2.3% |
| 1Y | +30.8% | +100.5% | -69.7% | +20.3% |
| All | +30.8% | +94.5% | -63.6% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling