+1.5%
SMR vs RIO
+75.1%
-73.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.2% | -1.4% | -2.7% |
| 7D | +4.7% | -3.4% | +8.1% | +7.3% |
| 30D | +3.2% | +0.6% | +2.7% | +3.2% |
| 3M | +9.9% | +2.5% | +7.4% | +8.1% |
| 6M | -15.1% | +10.8% | -25.9% | -18.6% |
| YTD | -27.9% | +30.5% | -58.4% | -37.0% |
| 1Y | -70.2% | +68.1% | -138.4% | -77.2% |
| 3Y | +72.5% | +94.0% | -21.6% | +22.2% |
| All | +1.5% | +75.1% | -73.6% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling