+87.7%
RIO vs SPXS
-79.1%
+166.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.9% | -6.1% | -3.7% |
| 7D | -3.4% | +6.4% | -9.7% | -1.7% |
| 30D | +0.6% | +6.0% | -5.4% | +2.2% |
| 3M | +2.5% | -11.6% | +14.2% | -0.1% |
| 6M | +10.8% | -28.7% | +39.5% | +3.5% |
| YTD | +30.5% | -26.3% | +56.7% | +23.4% |
| 1Y | +68.1% | -34.9% | +103.1% | +55.4% |
| All | +87.7% | -79.1% | +166.8% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling