+4,468.4%
RIO vs SM
+1,360.8%
+3,107.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.0% | -0.7% |
| 7D | +0.5% | +0.3% | +0.2% | +0.3% |
| 30D | -9.9% | -17.3% | +7.4% | -6.9% |
| 3M | -14.0% | -3.6% | -10.4% | -14.4% |
| 6M | -19.5% | +2.9% | -22.4% | -22.0% |
| YTD | +11.5% | +70.2% | -58.7% | -4.7% |
| 1Y | +26.9% | +66.5% | -39.6% | +8.8% |
| 3Y | +55.1% | -8.2% | +63.3% | +44.5% |
| 5Y | +90.7% | -1.5% | +92.1% | +65.6% |
| 10Y | +363.3% | +11.9% | +351.5% | +131.0% |
| All | +4,468.4% | +1,360.8% | +3,107.6% | +1,388.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling