+90.3%
RIO vs SPXS
-83.0%
+173.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.1% |
| 7D | -0.9% | -7.5% | +6.6% | -2.7% |
| 30D | -9.1% | +5.3% | -14.4% | -7.4% |
| 3M | -13.7% | +9.7% | -23.4% | -10.9% |
| 6M | -24.3% | -4.6% | -19.8% | -24.0% |
| YTD | +8.9% | -25.8% | +34.7% | +4.1% |
| 1Y | +22.7% | -28.8% | +51.4% | +16.4% |
| 3Y | +51.2% | -80.2% | +131.3% | +12.6% |
| All | +90.3% | -83.0% | +173.4% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling