-45.4%
RIOX vs SPY
+32.0%
-77.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | +1.1% |
| 7D | +37.4% | -0.4% | +37.7% | +41.1% |
| 30D | +18.5% | -1.4% | +19.8% | +27.8% |
| 3M | -44.3% | +3.7% | -48.0% | -52.4% |
| 6M | +29.3% | +13.0% | +16.3% | -18.7% |
| YTD | +37.8% | +12.4% | +25.4% | -3.7% |
| 1Y | -33.9% | +18.5% | -52.4% | -59.9% |
| All | -45.4% | +32.0% | -77.4% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling