+232.5%
RIO vs SITM
+4,507.3%
-4,274.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +0.8% |
| 7D | +1.9% | +8.4% | -6.4% | +0.9% |
| 30D | +5.0% | -17.4% | +22.4% | +7.0% |
| 3M | +5.1% | -9.8% | +15.0% | +5.0% |
| 6M | +17.6% | +83.0% | -65.3% | +6.5% |
| YTD | +36.3% | +69.6% | -33.3% | +23.6% |
| 1Y | +71.2% | +144.9% | -73.7% | +46.8% |
| 3Y | +102.7% | +429.9% | -327.2% | +47.7% |
| 5Y | +99.6% | +169.2% | -69.6% | +46.2% |
| All | +232.5% | +4,507.3% | -4,274.8% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling