+555.8%
ROKU vs RIO
+333.9%
+221.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +2.4% |
| 7D | -2.6% | -3.4% | +0.7% | -1.4% |
| 30D | +2.1% | +0.6% | +1.6% | +1.7% |
| 3M | +31.8% | +2.5% | +29.3% | +29.9% |
| 6M | +53.3% | +10.8% | +42.5% | +46.5% |
| YTD | +42.1% | +30.5% | +11.6% | +27.4% |
| 1Y | +62.3% | +68.1% | -5.8% | +31.8% |
| 3Y | +84.6% | +94.0% | -9.4% | +41.2% |
| 5Y | -53.1% | +92.0% | -145.1% | -64.8% |
| All | +555.8% | +333.9% | +221.9% | +294.2% |
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