+4,914.6%
RIO vs TAP
+627.6%
+4,287.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +1.7% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | -10.1% | +9.1% | -19.3% | -12.2% |
| 3M | -14.1% | -3.8% | -10.3% | -13.7% |
| 6M | -18.9% | -3.4% | -15.5% | -19.0% |
| YTD | +9.9% | -10.6% | +20.5% | +11.5% |
| 1Y | +27.0% | -4.4% | +31.4% | +26.5% |
| 3Y | +50.1% | -24.4% | +74.4% | +56.3% |
| 5Y | +95.3% | +2.1% | +93.2% | +86.7% |
| 10Y | +425.9% | -48.7% | +474.6% | +466.8% |
| All | +4,914.6% | +627.6% | +4,287.0% | +3,814.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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