+230.9%
SPOT vs RIO
+87.1%
+143.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.3% |
| 7D | -6.9% | -3.4% | -3.5% | -6.4% |
| 30D | +4.1% | +0.6% | +3.6% | +4.0% |
| 3M | +3.7% | +2.5% | +1.2% | +3.2% |
| 6M | -1.6% | +10.8% | -12.4% | -3.6% |
| YTD | -10.2% | +30.5% | -40.6% | -14.6% |
| 1Y | -25.9% | +68.1% | -94.0% | -32.8% |
| All | +230.9% | +87.1% | +143.8% | +167.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling