-67.0%
SE vs RIO
+97.3%
-164.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +0.6% | +1.9% | -1.3% | -0.3% |
| 30D | -0.1% | +5.0% | -5.0% | -2.4% |
| 3M | +34.1% | +5.1% | +29.0% | +30.4% |
| 6M | +23.2% | +17.6% | +5.6% | +13.4% |
| YTD | -11.2% | +36.3% | -47.5% | -24.3% |
| 1Y | -40.5% | +71.2% | -111.7% | -55.1% |
| 3Y | +196.3% | +102.7% | +93.6% | +100.3% |
| 5Y | -67.0% | +99.6% | -166.6% | -76.2% |
| All | -67.0% | +97.3% | -164.3% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling