+345.8%
RIO vs SIMO
+394.4%
-48.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +0.4% |
| 7D | -0.9% | +4.1% | -5.0% | -1.6% |
| 30D | -9.1% | -24.0% | +14.9% | -6.1% |
| 3M | -13.7% | -31.8% | +18.1% | -10.1% |
| 6M | -24.3% | -36.9% | +12.5% | -21.7% |
| YTD | +8.9% | +84.8% | -75.9% | -9.1% |
| 1Y | +22.7% | +99.0% | -76.3% | +0.9% |
| 3Y | +51.2% | +217.9% | -166.8% | +10.8% |
| 5Y | +88.1% | +171.5% | -83.4% | +35.7% |
| All | +345.8% | +394.4% | -48.6% | +158.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling