-46.2%
SE vs RIO
+21.8%
-68.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -0.5% | -0.9% | +0.4% | -0.1% |
| 30D | -20.9% | -9.1% | -11.8% | -18.1% |
| 3M | -38.9% | -13.7% | -25.2% | -35.5% |
| 6M | -19.4% | -24.3% | +4.9% | -10.3% |
| YTD | -40.9% | +8.9% | -49.8% | -40.9% |
| 1Y | -46.2% | +22.7% | -68.9% | -46.6% |
| All | -46.2% | +21.8% | -68.0% | -46.6% |
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