+589.4%
SE vs RIO
+331.6%
+257.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -6.1% | 0.0% | -6.1% | -6.1% |
| 30D | -2.5% | +4.0% | -6.4% | -4.4% |
| 3M | +21.7% | +0.1% | +21.6% | +21.0% |
| 6M | +27.0% | +12.7% | +14.3% | +18.1% |
| YTD | -12.1% | +35.6% | -47.7% | -26.3% |
| 1Y | -40.9% | +73.7% | -114.6% | -57.0% |
| 3Y | +191.0% | +93.3% | +97.7% | +94.9% |
| 5Y | -68.3% | +92.4% | -160.7% | -79.1% |
| All | +589.4% | +331.6% | +257.8% | +155.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling