+877.1%
RIO vs SIMO
+2,080.4%
-1,203.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | -0.2% |
| 7D | +2.2% | -22.0% | +24.2% | +7.0% |
| 30D | -10.1% | -43.0% | +32.9% | -0.2% |
| 3M | -14.1% | -39.1% | +25.0% | -7.2% |
| 6M | -18.9% | -33.3% | +14.4% | -16.1% |
| YTD | +9.9% | +77.0% | -67.1% | -12.0% |
| 1Y | +27.0% | +73.0% | -46.0% | +2.1% |
| 3Y | +50.1% | +215.7% | -165.6% | +1.8% |
| 5Y | +95.3% | +155.6% | -60.4% | +31.9% |
| 10Y | +425.9% | +388.4% | +37.5% | +181.6% |
| All | +877.1% | +2,080.4% | -1,203.4% | +132.5% |
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