+73.7%
RIO vs SPXS
-40.2%
+113.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.9% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +4.0% | +0.8% | +3.1% | +4.4% |
| 3M | +0.1% | -4.7% | +4.8% | -0.6% |
| 6M | +12.7% | -29.6% | +42.3% | +0.8% |
| YTD | +35.6% | -29.8% | +65.4% | +21.4% |
| 1Y | +73.7% | -38.9% | +112.6% | +56.7% |
| All | +73.7% | -40.2% | +113.9% | +56.7% |
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