+101.5%
RIO vs SIMO
+432.2%
-330.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.7% | -8.3% | -0.6% |
| 7D | 0.0% | +4.2% | -4.3% | -0.6% |
| 30D | +4.0% | +4.1% | -0.1% | +3.0% |
| 3M | +0.1% | -12.9% | +13.0% | +0.4% |
| 6M | +12.7% | +110.3% | -97.6% | -2.2% |
| YTD | +35.6% | +178.6% | -143.0% | +10.5% |
| 1Y | +73.7% | +220.0% | -146.3% | +36.7% |
| All | +101.5% | +432.2% | -330.6% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling