+73.7%
RIO vs SITM
+174.8%
-101.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.5% | -6.1% | 0.0% |
| 7D | 0.0% | +9.7% | -9.8% | -0.7% |
| 30D | +4.0% | +12.7% | -8.7% | +2.6% |
| 3M | +0.1% | -13.4% | +13.6% | +0.5% |
| 6M | +12.7% | +59.6% | -46.9% | +7.0% |
| YTD | +35.6% | +73.3% | -37.7% | +28.7% |
| 1Y | +73.7% | +165.5% | -91.9% | +64.6% |
| All | +73.7% | +174.8% | -101.1% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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