+41.6%
RKT vs RIO
+100.4%
-58.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.4% |
| 7D | +2.1% | 0.0% | +2.1% | +2.2% |
| 30D | +1.4% | +4.0% | -2.5% | -1.0% |
| 3M | +6.3% | +0.1% | +6.1% | +5.9% |
| 6M | -15.5% | +12.7% | -28.2% | -21.6% |
| YTD | -27.4% | +35.6% | -62.9% | -39.7% |
| 1Y | -26.6% | +73.7% | -100.3% | -47.9% |
| All | +41.6% | +100.4% | -58.8% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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