-40.9%
SE vs RIO
+73.7%
-114.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -6.1% | 0.0% | -6.1% | -6.1% |
| 30D | -2.5% | +4.0% | -6.4% | -3.6% |
| 3M | +21.7% | +0.1% | +21.6% | +22.1% |
| 6M | +27.0% | +12.7% | +14.3% | +21.2% |
| YTD | -12.1% | +35.6% | -47.7% | -18.3% |
| 1Y | -40.9% | +73.7% | -114.6% | -46.3% |
| All | -40.9% | +73.7% | -114.7% | -46.3% |
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