+103.5%
RIO vs SPXU
-85.9%
+189.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | +0.3% |
| 7D | +1.0% | +1.3% | -0.3% | +1.3% |
| 30D | +4.0% | +5.1% | -1.1% | +5.4% |
| 3M | +4.5% | -9.1% | +13.7% | +2.7% |
| 6M | +17.3% | -29.6% | +46.9% | +9.5% |
| YTD | +36.2% | -27.7% | +63.9% | +28.4% |
| 1Y | +76.1% | -37.0% | +113.1% | +61.8% |
| 3Y | +102.5% | -80.2% | +182.7% | +50.4% |
| 5Y | +103.5% | -86.0% | +189.5% | +47.9% |
| All | +103.5% | -85.9% | +189.4% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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