+92.0%
RIO vs SITM
+176.0%
-84.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.1% | -6.3% | -4.4% |
| 7D | -3.4% | +4.8% | -8.2% | -3.9% |
| 30D | +0.6% | -9.7% | +10.3% | +1.4% |
| 3M | +2.5% | -9.3% | +11.9% | +2.3% |
| 6M | +10.8% | +69.5% | -58.7% | +2.0% |
| YTD | +30.5% | +70.5% | -40.1% | +19.2% |
| 1Y | +68.1% | +145.3% | -77.1% | +45.8% |
| 3Y | +94.0% | +432.8% | -338.8% | +44.3% |
| 5Y | +92.0% | +174.0% | -82.0% | +36.8% |
| All | +92.0% | +176.0% | -84.0% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling