+271.4%
RMBS vs RIO
+98.7%
+172.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +3.5% | +1.0% | +2.5% | +2.9% |
| 30D | -8.6% | +4.0% | -12.6% | -10.9% |
| 3M | -40.3% | +4.5% | -44.8% | -41.9% |
| 6M | -1.0% | +17.3% | -18.3% | -8.7% |
| YTD | -4.6% | +36.2% | -40.8% | -19.1% |
| 1Y | +17.6% | +76.1% | -58.6% | -12.8% |
| 3Y | +58.6% | +102.5% | -43.9% | +10.6% |
| All | +271.4% | +98.7% | +172.7% | +161.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling