+6,084.9%
RIO vs TAP
+630.7%
+5,454.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | 0.0% | -2.3% | +2.3% | +0.5% |
| 30D | +4.0% | -2.1% | +6.1% | +4.4% |
| 3M | +0.1% | +6.6% | -6.5% | -1.8% |
| 6M | +12.7% | -11.5% | +24.2% | +15.3% |
| YTD | +35.6% | -10.3% | +45.8% | +37.8% |
| 1Y | +73.7% | -14.4% | +88.1% | +78.0% |
| 3Y | +93.3% | -28.3% | +121.6% | +104.5% |
| 5Y | +92.4% | +1.7% | +90.7% | +84.6% |
| 10Y | +606.9% | -49.2% | +656.2% | +666.2% |
| All | +6,084.9% | +630.7% | +5,454.2% | +4,740.8% |
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