+58.7%
SO vs RIO
+97.3%
-38.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | +1.0% | +1.9% | -0.9% | +0.9% |
| 30D | -3.2% | +5.0% | -8.2% | -3.6% |
| 3M | -1.7% | +5.1% | -6.8% | -2.2% |
| 6M | -7.2% | +17.6% | -24.8% | -8.8% |
| YTD | +4.6% | +36.3% | -31.7% | +1.1% |
| 1Y | +1.2% | +71.2% | -70.0% | -4.5% |
| 3Y | +45.3% | +102.7% | -57.4% | +33.9% |
| 5Y | +58.7% | +99.6% | -40.9% | +46.5% |
| All | +58.7% | +97.3% | -38.6% | +46.5% |
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