+743.1%
SW vs RIO
+136.7%
+606.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.5% | +3.8% |
| 7D | +12.1% | -1.6% | +13.6% | +12.2% |
| 30D | +6.6% | -11.6% | +18.1% | +7.6% |
| 3M | -6.0% | -12.7% | +6.7% | -5.0% |
| 6M | +21.5% | -12.4% | +33.9% | +22.8% |
| YTD | +20.3% | +11.0% | +9.3% | +19.5% |
| 1Y | +28.1% | +30.8% | -2.7% | +25.7% |
| 3Y | +51.6% | +52.4% | -0.8% | +47.1% |
| 5Y | -0.1% | +96.4% | -96.6% | -4.6% |
| 10Y | +189.7% | +431.1% | -241.4% | +168.3% |
| All | +743.1% | +136.7% | +606.4% | +723.6% |
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