+699.9%
RIO vs SPXU
-100.0%
+799.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | 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% | -0.7% |
| 6M | +12.7% | -29.6% | +42.3% | +0.6% |
| YTD | +35.6% | -29.9% | +65.4% | +21.5% |
| 1Y | +73.7% | -39.1% | +112.8% | +48.4% |
| 3Y | +93.3% | -80.0% | +173.3% | +15.5% |
| 5Y | +92.4% | -86.0% | +178.5% | +15.6% |
| 10Y | +606.9% | -99.5% | +706.5% | +25.9% |
| All | +699.9% | -100.0% | +799.9% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling