+4,336.1%
RIO vs SPY
+3,045.4%
+1,290.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.6% |
| 7D | +0.1% | +3.3% | -3.1% | -3.2% |
| 30D | -10.5% | -2.7% | -7.8% | -8.0% |
| 3M | -15.9% | -1.7% | -14.2% | -14.4% |
| 6M | -22.3% | +3.1% | -25.4% | -24.7% |
| YTD | +9.3% | +11.9% | -2.6% | -2.7% |
| 1Y | +23.0% | +12.0% | +11.0% | +9.4% |
| 3Y | +52.1% | +78.2% | -26.1% | -19.8% |
| 5Y | +88.9% | +73.2% | +15.6% | +0.2% |
| 10Y | +354.1% | +309.6% | +44.5% | -8.8% |
| All | +4,336.1% | +3,045.4% | +1,290.7% | +249.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling