+52.5%
SOXX vs RIO
+29.3%
+23.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.6% | -6.7% | -5.7% |
| 7D | -13.7% | -1.6% | -12.1% | -12.8% |
| 30D | -23.6% | -11.6% | -12.0% | -16.5% |
| 3M | -16.9% | -12.7% | -4.2% | -8.8% |
| 6M | -2.4% | -12.4% | +10.0% | +7.6% |
| YTD | +49.8% | +11.0% | +38.8% | +42.9% |
| 1Y | +52.5% | +30.8% | +21.7% | +16.3% |
| All | +52.5% | +29.3% | +23.2% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling