+98.1%
RIO vs SPY
+72.2%
+25.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -1.9% |
| 7D | +3.6% | -0.6% | +4.2% | +4.0% |
| 30D | -10.8% | -3.7% | -7.1% | -8.3% |
| 3M | -15.2% | -2.7% | -12.5% | -13.5% |
| 6M | -18.0% | +2.2% | -20.2% | -19.2% |
| YTD | +11.0% | +10.8% | +0.1% | +3.4% |
| 1Y | +26.4% | +11.2% | +15.1% | +17.4% |
| 3Y | +54.4% | +76.5% | -22.1% | +2.3% |
| 5Y | +98.1% | +72.9% | +25.1% | +28.3% |
| All | +98.1% | +72.2% | +25.9% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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