+811.4%
SPYM vs RIO
+625.3%
+186.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +2.6% | -0.9% | +3.5% | +2.8% |
| 30D | -2.0% | -9.1% | +7.1% | +0.2% |
| 3M | -2.8% | -13.7% | +10.9% | +0.5% |
| 6M | +2.2% | -24.3% | +26.5% | +8.7% |
| YTD | +11.5% | +8.9% | +2.7% | +8.4% |
| 1Y | +13.5% | +22.7% | -9.2% | +7.1% |
| 3Y | +78.0% | +51.2% | +26.9% | +58.4% |
| 5Y | +73.1% | +88.1% | -15.0% | +43.7% |
| 10Y | +310.9% | +352.3% | -41.5% | +172.6% |
| All | +811.4% | +625.3% | +186.1% | +395.8% |
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 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