+722.5%
SW vs RIO
+134.4%
+588.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | +2.3% | +2.2% | +0.1% | +2.1% |
| 30D | +6.8% | -10.1% | +16.9% | +7.7% |
| 3M | -5.2% | -14.1% | +8.9% | -4.0% |
| 6M | +7.4% | -18.9% | +26.3% | +9.3% |
| YTD | +17.4% | +9.9% | +7.5% | +16.7% |
| 1Y | +27.1% | +27.0% | +0.1% | +25.0% |
| 3Y | +47.9% | +50.1% | -2.2% | +43.7% |
| 5Y | -2.6% | +95.3% | -97.8% | -6.9% |
| 10Y | +182.7% | +425.9% | -243.2% | +162.0% |
| All | +722.5% | +134.4% | +588.2% | +704.2% |
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 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