+182.6%
SLV vs RIO
+104.4%
+78.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.2% |
| 7D | +2.5% | +1.9% | +0.6% | +0.8% |
| 30D | +3.3% | +5.0% | -1.7% | -1.0% |
| 3M | -3.6% | +5.1% | -8.7% | -7.5% |
| 6M | -21.8% | +17.6% | -39.4% | -31.1% |
| YTD | -7.8% | +36.3% | -44.1% | -23.6% |
| 1Y | +58.3% | +71.2% | -12.9% | +16.4% |
| 3Y | +182.6% | +102.7% | +79.9% | +99.6% |
| All | +182.6% | +104.4% | +78.1% | +99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling