+67.9%
RIO vs SM
+48.5%
+19.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -3.2% | +4.6% | -7.8% | -3.0% |
| 30D | +0.9% | +18.2% | -17.3% | +1.9% |
| 3M | -1.4% | +22.5% | -24.0% | -0.2% |
| 6M | +10.9% | +50.6% | -39.6% | +11.2% |
| YTD | +31.2% | +108.1% | -76.9% | +26.5% |
| 1Y | +67.9% | +46.0% | +21.9% | +63.2% |
| All | +67.9% | +48.5% | +19.4% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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