+54.4%
RIO vs SPG
+136.6%
-82.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.8% | -2.3% |
| 7D | +3.6% | +5.6% | -2.0% | +2.2% |
| 30D | -10.8% | +17.6% | -28.4% | -14.4% |
| 3M | -15.2% | +7.5% | -22.7% | -16.7% |
| 6M | -18.0% | +18.5% | -36.6% | -21.9% |
| YTD | +11.0% | +30.9% | -20.0% | +2.7% |
| 1Y | +26.4% | +34.1% | -7.8% | +16.1% |
| 3Y | +54.4% | +135.5% | -81.2% | +9.4% |
| All | +54.4% | +136.6% | -82.3% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling