+95.9%
RIO vs TENB
-26.8%
+122.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.0% | -1.7% | +2.6% | +1.0% |
| 30D | +4.0% | -8.3% | +12.3% | +4.3% |
| 3M | +4.5% | +26.2% | -21.6% | +2.5% |
| 6M | +17.3% | +60.2% | -42.8% | +13.3% |
| YTD | +36.2% | +43.1% | -6.9% | +32.8% |
| 1Y | +76.1% | +9.4% | +66.8% | +77.7% |
| All | +95.9% | -26.8% | +122.8% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 3y: compounded portfolio wealth divided by compounded TENB 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…
3y analysis · Full analysis span regression · 6 months rolling