+455.3%
SN vs RIO
+59.7%
+395.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.2% | +1.5% |
| 7D | +7.6% | +4.4% | +3.2% | +5.5% |
| 30D | +24.1% | -8.9% | +32.9% | +29.3% |
| 3M | +23.7% | -12.7% | +36.4% | +31.1% |
| 6M | +105.5% | -16.2% | +121.7% | +121.1% |
| YTD | +105.1% | +13.4% | +91.7% | +86.4% |
| 1Y | +148.3% | +30.9% | +117.4% | +109.0% |
| 3Y | +438.7% | +60.2% | +378.5% | +291.9% |
| All | +455.3% | +59.7% | +395.6% | +291.2% |
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