+53.4%
ROKU vs RIO
+29.3%
+24.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +0.2% |
| 7D | +4.8% | -1.6% | +6.4% | +5.3% |
| 30D | +6.1% | -11.6% | +17.7% | +10.9% |
| 3M | +10.5% | -12.7% | +23.2% | +15.5% |
| 6M | +29.2% | -12.4% | +41.5% | +33.9% |
| YTD | +50.0% | +11.0% | +39.0% | +50.1% |
| 1Y | +53.4% | +30.8% | +22.6% | +49.6% |
| All | +53.4% | +29.3% | +24.1% | +49.6% |
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