-70.6%
RIOX vs SPY
+30.1%
-100.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.8% | +6.5% |
| 7D | +61.0% | -0.6% | +61.6% | +66.4% |
| 30D | -0.9% | -3.7% | +2.8% | +30.0% |
| 3M | -36.2% | -2.7% | -33.4% | -19.3% |
| 6M | -68.9% | +2.2% | -71.1% | -67.7% |
| YTD | -25.8% | +10.8% | -36.6% | -39.3% |
| 1Y | -66.6% | +11.2% | -77.9% | -72.2% |
| All | -70.6% | +30.1% | -100.7% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling