+441.3%
RIO vs WING
+405.9%
+35.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | 0.0% | -3.9% | +3.8% | +0.4% |
| 30D | +4.0% | -11.6% | +15.5% | +5.3% |
| 3M | +0.1% | -24.2% | +24.3% | +3.1% |
| 6M | +12.7% | -54.1% | +66.8% | +23.2% |
| YTD | +35.6% | -53.9% | +89.5% | +47.2% |
| 1Y | +73.7% | -64.4% | +138.0% | +94.5% |
| 3Y | +93.3% | -30.2% | +123.5% | +85.1% |
| 5Y | +92.4% | -34.1% | +126.5% | +79.2% |
| 10Y | +606.9% | +342.1% | +264.8% | +298.9% |
| All | +441.3% | +405.9% | +35.4% | +178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling