+52.7%
ROST vs RIO
+29.3%
+23.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.6% | +2.5% | +5.7% |
| 7D | +7.8% | -1.6% | +9.4% | +7.9% |
| 30D | +8.6% | -11.6% | +20.2% | +10.0% |
| 3M | -1.9% | -12.7% | +10.8% | -0.4% |
| 6M | +9.1% | -12.4% | +21.5% | +9.6% |
| YTD | +37.2% | +11.0% | +26.2% | +28.5% |
| 1Y | +52.7% | +30.8% | +21.9% | +28.0% |
| All | +52.7% | +29.3% | +23.4% | +28.0% |
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