+11.7%
SPGI vs RIO
+94.1%
-82.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +0.3% | +2.2% | -2.0% | -0.1% |
| 30D | +18.4% | -10.1% | +28.5% | +20.4% |
| 3M | +15.7% | -14.1% | +29.8% | +18.5% |
| 6M | +17.3% | -18.9% | +36.2% | +21.0% |
| YTD | -4.7% | +9.9% | -14.6% | -8.4% |
| 1Y | +1.8% | +27.0% | -25.2% | -5.2% |
| 3Y | +31.7% | +50.1% | -18.4% | +16.0% |
| All | +11.7% | +94.1% | -82.3% | -7.8% |
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