+6,084.9%
RIO vs THC
+487.3%
+5,597.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | 0.0% | -0.7% | +0.6% | +0.1% |
| 30D | +4.0% | +1.3% | +2.7% | +3.7% |
| 3M | +0.1% | +64.2% | -64.1% | -8.0% |
| 6M | +12.7% | +8.3% | +4.4% | +10.4% |
| YTD | +35.6% | +33.4% | +2.2% | +28.0% |
| 1Y | +73.7% | +37.7% | +36.0% | +62.5% |
| 3Y | +93.3% | +236.8% | -143.5% | +52.7% |
| 5Y | +92.4% | +249.3% | -156.8% | +45.8% |
| 10Y | +606.9% | +995.2% | -388.3% | +282.9% |
| All | +6,084.9% | +487.3% | +5,597.6% | +2,561.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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