+247.9%
SOXX vs RIO
+91.0%
+156.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | +1.4% | -3.2% | +4.6% | +3.2% |
| 30D | -3.6% | +0.9% | -4.5% | -4.2% |
| 3M | -10.2% | -1.4% | -8.7% | -9.7% |
| 6M | +54.2% | +10.9% | +43.3% | +46.5% |
| YTD | +75.2% | +31.2% | +44.0% | +52.6% |
| 1Y | +107.5% | +67.9% | +39.6% | +59.9% |
| 3Y | +226.8% | +88.8% | +138.0% | +136.1% |
| All | +247.9% | +91.0% | +156.8% | +150.3% |
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 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