-3.6%
SMR vs RIO
+81.9%
-85.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | +4.4% | 0.0% | +4.4% | +4.4% |
| 30D | +3.4% | +4.0% | -0.6% | +0.8% |
| 3M | -19.2% | +0.1% | -19.3% | -19.1% |
| 6M | -22.6% | +12.7% | -35.4% | -26.9% |
| YTD | -31.5% | +35.6% | -67.1% | -41.7% |
| 1Y | -73.1% | +73.7% | -146.8% | -79.9% |
| 3Y | +55.0% | +93.3% | -38.4% | +8.5% |
| All | -3.6% | +81.9% | -85.5% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling