+240.5%
RMBS vs RIO
+90.3%
+150.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | +10.3% | -0.9% | +11.3% | +11.1% |
| 30D | -10.7% | -9.1% | -1.6% | -5.2% |
| 3M | -17.2% | -13.7% | -3.5% | -9.2% |
| 6M | -39.0% | -24.3% | -14.7% | -27.2% |
| YTD | -10.5% | +8.9% | -19.4% | -13.1% |
| 1Y | -11.0% | +22.7% | -33.6% | -19.1% |
| 3Y | +31.3% | +51.2% | -19.8% | +6.8% |
| All | +240.5% | +90.3% | +150.2% | +163.3% |
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 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