+48.3%
SRE vs RIO
+90.3%
-42.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -0.5% |
| 7D | -0.7% | -3.4% | +2.7% | -0.1% |
| 30D | -1.7% | +0.6% | -2.3% | -1.9% |
| 3M | -7.1% | +2.5% | -9.6% | -7.7% |
| 6M | -8.4% | +10.8% | -19.2% | -10.7% |
| YTD | -3.5% | +30.5% | -34.0% | -9.4% |
| 1Y | +5.4% | +68.1% | -62.7% | -6.4% |
| 3Y | +29.5% | +94.0% | -64.5% | +10.4% |
| 5Y | +48.3% | +92.0% | -43.7% | +27.7% |
| All | +48.3% | +90.3% | -42.0% | +27.7% |
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