-75.5%
SMR vs RIO
+69.4%
-144.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.6% | -16.2% | -16.4% |
| 7D | -11.2% | -3.2% | -8.0% | -7.6% |
| 30D | -10.2% | +0.9% | -11.1% | -11.0% |
| 3M | -10.0% | -1.4% | -8.6% | -8.9% |
| 6M | -30.5% | +10.9% | -41.4% | -37.0% |
| YTD | -39.2% | +31.2% | -70.5% | -57.9% |
| 1Y | -75.5% | +67.9% | -143.4% | -87.7% |
| All | -75.5% | +69.4% | -144.9% | -87.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling