+87.7%
RIO vs WY
-25.0%
+112.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.7% | -1.5% | -3.4% |
| 7D | -3.4% | -3.7% | +0.3% | -2.2% |
| 30D | +0.6% | -11.3% | +11.9% | +4.4% |
| 3M | +2.5% | -8.1% | +10.7% | +5.0% |
| 6M | +10.8% | -7.4% | +18.2% | +12.9% |
| YTD | +30.5% | -4.7% | +35.2% | +31.3% |
| 1Y | +68.1% | -9.2% | +77.3% | +71.9% |
| All | +87.7% | -25.0% | +112.7% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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