+91.5%
RIO vs TKO
+291.2%
-199.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -3.2% | +2.3% | -5.5% | -3.6% |
| 30D | +0.9% | -2.5% | +3.4% | +1.3% |
| 3M | -1.4% | -10.6% | +9.2% | +0.2% |
| 6M | +10.9% | -5.1% | +16.0% | +11.4% |
| YTD | +31.2% | -8.2% | +39.4% | +32.3% |
| 1Y | +67.9% | -4.4% | +72.3% | +67.7% |
| 3Y | +88.8% | +100.4% | -11.6% | +60.3% |
| All | +91.5% | +291.2% | -199.7% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 5y: compounded portfolio wealth divided by compounded TKO 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…
5y analysis · Full analysis span regression · 6 months rolling