-53.7%
SMR vs RIO
+46.1%
-99.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.0% |
| 7D | -8.3% | -0.9% | -7.3% | -7.4% |
| 30D | -20.1% | -9.1% | -11.0% | -14.5% |
| 3M | -52.7% | -13.7% | -39.0% | -47.2% |
| 6M | -61.0% | -24.3% | -36.7% | -52.3% |
| YTD | -67.1% | +8.9% | -76.0% | -67.3% |
| 1Y | -79.9% | +22.7% | -102.5% | -81.3% |
| 3Y | +101.7% | +51.2% | +50.6% | +66.8% |
| All | -53.7% | +46.1% | -99.8% | -61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling