+1.8%
SGOV vs RIO
+11.2%
-9.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | 0.0% |
| 7D | +0.1% | -3.4% | +3.4% | +0.1% |
| 30D | +0.3% | +0.6% | -0.3% | +0.3% |
| 3M | +0.9% | +2.5% | -1.6% | +0.9% |
| 6M | +1.8% | +10.8% | -8.9% | +1.9% |
| All | +1.8% | +11.2% | -9.4% | +1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling