+30.8%
RIO vs SPXS
-30.2%
+61.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.9% | +8.5% | +1.6% |
| 7D | -1.6% | +2.2% | -3.8% | -0.5% |
| 30D | -11.6% | +3.8% | -15.4% | -9.9% |
| 3M | -12.7% | +3.3% | -16.0% | -10.9% |
| 6M | -12.4% | -16.7% | +4.3% | -16.8% |
| YTD | +11.0% | -28.5% | +39.5% | +0.2% |
| 1Y | +30.8% | -30.4% | +61.3% | +18.0% |
| All | +30.8% | -30.2% | +61.0% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling