+103.7%
RIO vs WING
-34.3%
+138.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +1.9% | -0.1% | +2.1% | +1.9% |
| 30D | +5.0% | -6.0% | +11.0% | +5.2% |
| 3M | +5.1% | -23.5% | +28.6% | +6.8% |
| 6M | +17.6% | -52.0% | +69.6% | +23.2% |
| YTD | +36.3% | -53.8% | +90.1% | +42.8% |
| 1Y | +71.2% | -63.8% | +135.0% | +82.3% |
| 3Y | +102.7% | -30.8% | +133.5% | +95.4% |
| All | +103.7% | -34.3% | +138.0% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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