-46.6%
RIOX vs SPY
+33.3%
-79.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.9% | +8.6% |
| 7D | +28.5% | +0.1% | +28.4% | +29.6% |
| 30D | -7.2% | +0.1% | -7.2% | -7.5% |
| 3M | -54.9% | +2.0% | -56.9% | -56.8% |
| 6M | -1.9% | +13.0% | -14.9% | -37.5% |
| YTD | +34.8% | +13.5% | +21.2% | -10.8% |
| 1Y | -15.2% | +20.0% | -35.1% | -51.5% |
| All | -46.6% | +33.3% | -79.9% | -63.8% |
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