+22.7%
RIO vs USFR
+4.1%
+18.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.3% |
| 7D | -0.9% | +0.1% | -1.0% | -0.6% |
| 30D | -9.1% | +0.4% | -9.5% | -7.9% |
| 3M | -13.7% | +1.1% | -14.7% | -10.2% |
| 6M | -24.3% | +2.0% | -26.4% | -17.3% |
| YTD | +8.9% | +3.5% | +5.4% | +28.0% |
| 1Y | +22.7% | +4.1% | +18.6% | +48.7% |
| All | +22.7% | +4.1% | +18.6% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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