+99.6%
RIO vs SPG
+106.4%
-6.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | +0.2% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +5.0% | -4.9% | +9.9% | +6.6% |
| 3M | +5.1% | +3.3% | +1.8% | +3.7% |
| 6M | +17.6% | +11.2% | +6.4% | +13.2% |
| YTD | +36.3% | +17.1% | +19.2% | +28.8% |
| 1Y | +71.2% | +21.6% | +49.6% | +59.5% |
| 3Y | +102.7% | +111.9% | -9.2% | +53.0% |
| 5Y | +99.6% | +106.9% | -7.3% | +43.5% |
| All | +99.6% | +106.4% | -6.8% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling