-22.2%
RKT vs RIO
+162.5%
-184.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +1.4% | +4.0% | -2.5% | -0.5% |
| 3M | +6.3% | +0.1% | +6.1% | +5.9% |
| 6M | -15.5% | +12.7% | -28.2% | -20.2% |
| YTD | -27.4% | +35.6% | -62.9% | -37.0% |
| 1Y | -26.6% | +73.7% | -100.3% | -43.3% |
| 3Y | +41.2% | +93.3% | -52.1% | +3.9% |
| 5Y | -6.4% | +92.4% | -98.8% | -32.3% |
| All | -22.2% | +162.5% | -184.7% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling