+2,490.9%
RIO vs TKO
+1,406.3%
+1,084.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.4% |
| 7D | +1.0% | +0.7% | +0.3% | +0.8% |
| 30D | +4.0% | +0.9% | +3.2% | +3.7% |
| 3M | +4.5% | -6.2% | +10.7% | +5.6% |
| 6M | +17.3% | -5.6% | +23.0% | +18.2% |
| YTD | +36.2% | -7.8% | +44.0% | +37.5% |
| 1Y | +76.1% | -1.2% | +77.4% | +74.6% |
| 3Y | +102.5% | +106.5% | -4.0% | +64.8% |
| 5Y | +103.5% | +310.4% | -206.8% | +37.6% |
| 10Y | +619.2% | +987.5% | -368.4% | +250.3% |
| All | +2,490.9% | +1,406.3% | +1,084.6% | +748.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling