+87.7%
RIO vs USHY
+27.0%
+60.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.1% |
| 7D | -3.4% | -0.7% | -2.6% | -1.7% |
| 30D | +0.6% | -0.5% | +1.1% | +1.9% |
| 3M | +2.5% | +0.5% | +2.0% | +1.5% |
| 6M | +10.8% | +1.5% | +9.3% | +7.8% |
| YTD | +30.5% | +1.7% | +28.7% | +26.5% |
| 1Y | +68.1% | +3.5% | +64.6% | +57.5% |
| All | +87.7% | +27.0% | +60.7% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 3y: compounded portfolio wealth divided by compounded USHY 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…
3y analysis · Full analysis span regression · 6 months rolling