+345.8%
RIO vs SPG
+113.9%
+231.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.9% | +2.0% | -2.9% | -1.4% |
| 30D | -9.1% | +17.2% | -26.3% | -12.9% |
| 3M | -13.7% | +6.3% | -20.0% | -15.1% |
| 6M | -24.3% | +18.7% | -43.0% | -27.9% |
| YTD | +8.9% | +30.1% | -21.2% | +1.1% |
| 1Y | +22.7% | +32.8% | -10.1% | +13.3% |
| 3Y | +51.2% | +133.6% | -82.4% | +18.9% |
| 5Y | +88.1% | +84.4% | +3.7% | +54.5% |
| All | +345.8% | +113.9% | +231.9% | +259.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling