-1.6%
SW vs RIO
+94.3%
-95.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.9% |
| 7D | +4.7% | -0.1% | +4.8% | +4.7% |
| 30D | +5.0% | -13.3% | +18.3% | +10.4% |
| 3M | -7.3% | -16.3% | +8.9% | -1.4% |
| 6M | +15.0% | -15.4% | +30.4% | +21.8% |
| YTD | +18.5% | +9.2% | +9.4% | +14.7% |
| 1Y | +27.1% | +26.5% | +0.6% | +17.2% |
| 3Y | +49.3% | +49.9% | -0.6% | +29.6% |
| 5Y | -1.6% | +93.9% | -95.6% | -17.2% |
| All | -1.6% | +94.3% | -95.9% | -17.2% |
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