-1.8%
RMBS vs RIO
+69.4%
-71.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.4% |
| 7D | +1.8% | -3.2% | +5.0% | +4.8% |
| 30D | -13.9% | +0.9% | -14.8% | -14.9% |
| 3M | -39.8% | -1.4% | -38.4% | -39.3% |
| 6M | -6.0% | +10.9% | -17.0% | -11.8% |
| YTD | -5.4% | +31.2% | -36.6% | -25.0% |
| 1Y | -1.8% | +67.9% | -69.7% | -41.3% |
| All | -1.8% | +69.4% | -71.2% | -41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling