+254.8%
SPOT vs RIO
+292.5%
-37.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.7% |
| 7D | -2.9% | +1.9% | -4.8% | -3.4% |
| 30D | +8.3% | +5.0% | +3.3% | +6.7% |
| 3M | +5.1% | +5.1% | -0.1% | +3.2% |
| 6M | -6.5% | +17.6% | -24.1% | -11.5% |
| YTD | -9.0% | +36.3% | -45.3% | -18.1% |
| 1Y | -26.4% | +71.2% | -97.6% | -38.4% |
| 3Y | +240.0% | +102.7% | +137.3% | +164.0% |
| 5Y | +111.7% | +99.6% | +12.1% | +60.4% |
| All | +254.8% | +292.5% | -37.8% | +87.0% |
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