+73.7%
RIO vs TRU
-7.3%
+81.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.4% | +0.3% |
| 7D | 0.0% | -6.8% | +6.7% | -0.2% |
| 30D | +4.0% | 0.0% | +3.9% | +4.0% |
| 3M | +0.1% | +13.3% | -13.2% | +0.5% |
| 6M | +12.7% | +3.4% | +9.3% | +12.0% |
| YTD | +35.6% | -6.4% | +41.9% | +34.1% |
| 1Y | +73.7% | -9.7% | +83.4% | +69.7% |
| All | +73.7% | -7.3% | +81.0% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling