+2,502.1%
SOXX vs RIO
+2,156.2%
+345.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -1.1% |
| 7D | +3.0% | -3.4% | +6.4% | +4.4% |
| 30D | -3.1% | +0.6% | -3.7% | -3.5% |
| 3M | -4.4% | +2.5% | -6.9% | -5.3% |
| 6M | +52.9% | +10.8% | +42.1% | +47.4% |
| YTD | +72.0% | +30.5% | +41.5% | +55.4% |
| 1Y | +105.1% | +68.1% | +37.0% | +68.3% |
| 3Y | +220.6% | +94.0% | +126.6% | +148.4% |
| 5Y | +244.8% | +92.0% | +152.8% | +162.3% |
| 10Y | +1,537.1% | +589.0% | +948.1% | +665.1% |
| All | +2,502.1% | +2,156.2% | +345.9% | +203.3% |
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 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