+13,958.2%
SPGI vs RIO
+6,008.3%
+7,949.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +0.1% | 0.0% | +0.2% | +0.1% |
| 30D | +8.4% | +4.0% | +4.4% | +7.2% |
| 3M | +11.8% | +0.1% | +11.7% | +11.3% |
| 6M | +5.7% | +12.7% | -7.0% | +1.5% |
| YTD | -9.7% | +35.6% | -45.2% | -17.9% |
| 1Y | -12.5% | +73.7% | -86.2% | -25.7% |
| 3Y | +21.8% | +93.3% | -71.5% | -0.8% |
| 5Y | +8.2% | +92.4% | -84.3% | -13.9% |
| 10Y | +309.5% | +606.9% | -297.4% | +123.2% |
| All | +13,958.2% | +6,008.3% | +7,949.9% | +4,992.0% |
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