+2,023.2%
RIO vs SNY
+241.9%
+1,781.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -3.2% | -3.3% | +0.1% | -1.3% |
| 30D | +0.9% | -2.2% | +3.1% | +2.2% |
| 3M | -1.4% | -3.0% | +1.6% | -0.2% |
| 6M | +10.9% | +2.7% | +8.2% | +8.0% |
| YTD | +31.2% | -6.8% | +38.1% | +34.9% |
| 1Y | +67.9% | -5.3% | +73.2% | +69.6% |
| 3Y | +88.8% | -9.8% | +98.6% | +85.2% |
| 5Y | +93.1% | +9.7% | +83.4% | +60.2% |
| 10Y | +593.0% | +64.5% | +528.5% | +310.0% |
| All | +2,023.2% | +241.9% | +1,781.2% | +663.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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