+52.3%
ROST vs RIO
+67.4%
-15.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.7% |
| 7D | -2.5% | -3.4% | +0.9% | -2.0% |
| 30D | -10.3% | +0.6% | -10.9% | -10.3% |
| 3M | -2.6% | +2.5% | -5.1% | -2.8% |
| 6M | +6.5% | +10.8% | -4.3% | +3.3% |
| YTD | +25.9% | +30.5% | -4.5% | +16.1% |
| 1Y | +52.3% | +68.1% | -15.8% | +28.5% |
| All | +52.3% | +67.4% | -15.0% | +28.5% |
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