+987.3%
RMBS vs RIO
+2,197.0%
-1,209.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +10.3% | -0.9% | +11.3% | +10.8% |
| 30D | -10.7% | -9.1% | -1.6% | -7.5% |
| 3M | -17.2% | -13.7% | -3.5% | -12.6% |
| 6M | -39.0% | -24.3% | -14.7% | -32.1% |
| YTD | -10.5% | +8.9% | -19.4% | -12.5% |
| 1Y | -11.0% | +22.7% | -33.6% | -16.5% |
| 3Y | +31.3% | +51.2% | -19.8% | +15.2% |
| 5Y | +242.8% | +88.1% | +154.7% | +173.9% |
| 10Y | +536.9% | +352.3% | +184.6% | +271.2% |
| All | +987.3% | +2,197.0% | -1,209.6% | +226.4% |
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