+908.1%
RIO vs SIMO
+2,204.4%
-1,296.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.7% | -2.5% | +2.0% |
| 7D | +4.4% | -8.5% | +12.9% | +5.8% |
| 30D | -8.9% | -34.8% | +26.0% | -1.6% |
| 3M | -12.7% | -32.8% | +20.2% | -7.6% |
| 6M | -16.2% | -32.0% | +15.8% | -13.7% |
| YTD | +13.4% | +87.0% | -73.6% | -10.2% |
| 1Y | +30.9% | +86.1% | -55.2% | +3.6% |
| 3Y | +60.2% | +226.4% | -166.2% | +8.0% |
| 5Y | +98.9% | +172.1% | -73.2% | +32.6% |
| 10Y | +381.4% | +408.0% | -26.6% | +155.8% |
| All | +908.1% | +2,204.4% | -1,296.3% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling