+6,722.4%
SO vs RIO
+6,008.3%
+714.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.8% |
| 7D | -0.2% | 0.0% | -0.1% | -0.2% |
| 30D | -4.6% | +4.0% | -8.5% | -5.0% |
| 3M | -3.0% | +0.1% | -3.2% | -3.2% |
| 6M | -8.3% | +12.7% | -21.0% | -9.6% |
| YTD | +3.5% | +35.6% | -32.0% | 0.0% |
| 1Y | -0.9% | +73.7% | -74.6% | -6.8% |
| 3Y | +45.4% | +93.3% | -48.0% | +34.6% |
| 5Y | +59.6% | +92.4% | -32.8% | +46.4% |
| 10Y | +156.6% | +606.9% | -450.3% | +104.2% |
| All | +6,722.4% | +6,008.3% | +714.1% | +4,143.0% |
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