+1,535.1%
SRE vs RIO
+3,885.0%
-2,350.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +1.4% | +1.9% | -0.5% | +1.1% |
| 30D | +1.9% | +5.0% | -3.1% | +0.8% |
| 3M | -3.3% | +5.1% | -8.4% | -4.5% |
| 6M | -6.4% | +17.6% | -24.0% | -9.9% |
| YTD | -1.8% | +36.3% | -38.1% | -8.3% |
| 1Y | +10.7% | +71.2% | -60.4% | -1.2% |
| 3Y | +31.8% | +102.7% | -70.9% | +12.9% |
| 5Y | +49.2% | +99.6% | -50.4% | +26.1% |
| 10Y | +118.5% | +603.1% | -484.6% | +41.1% |
| All | +1,535.1% | +3,885.0% | -2,350.0% | +649.8% |
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