+5,452.3%
RIO vs SM
+1,608.3%
+3,844.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.0% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +4.0% | +26.3% | -22.3% | -1.3% |
| 3M | +0.1% | +8.7% | -8.5% | -2.7% |
| 6M | +12.7% | +51.7% | -39.0% | +0.4% |
| YTD | +35.6% | +99.0% | -63.5% | +13.3% |
| 1Y | +73.7% | +34.6% | +39.1% | +56.9% |
| 3Y | +93.3% | -7.8% | +101.1% | +81.4% |
| 5Y | +92.4% | +104.8% | -12.3% | +42.7% |
| 10Y | +606.9% | +7.2% | +599.7% | +263.1% |
| All | +5,452.3% | +1,608.3% | +3,844.0% | +1,668.4% |
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