-77.1%
SE vs RIO
+98.5%
-175.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.2% | +1.4% |
| 7D | +3.3% | +4.4% | -1.1% | +1.2% |
| 30D | -18.2% | -8.9% | -9.3% | -14.4% |
| 3M | -31.3% | -12.7% | -18.6% | -26.7% |
| 6M | -10.1% | -16.2% | +6.1% | -2.7% |
| YTD | -38.9% | +13.4% | -52.3% | -43.5% |
| 1Y | -48.0% | +30.9% | -78.9% | -55.4% |
| 3Y | +78.8% | +60.2% | +18.6% | +34.2% |
| 5Y | -77.1% | +98.9% | -176.0% | -83.7% |
| All | -77.1% | +98.5% | -175.7% | -83.7% |
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