+67.9%
RIO vs SPXS
-36.2%
+104.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | -0.4% |
| 7D | -3.2% | +2.5% | -5.7% | -2.2% |
| 30D | +0.9% | +4.2% | -3.3% | +2.7% |
| 3M | -1.4% | -9.3% | +7.9% | -4.6% |
| 6M | +10.9% | -30.7% | +41.6% | -1.3% |
| YTD | +31.2% | -28.1% | +59.3% | +18.5% |
| 1Y | +67.9% | -35.1% | +103.0% | +47.8% |
| All | +67.9% | -36.2% | +104.1% | +47.8% |
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