+755.0%
SW vs RIO
+189.1%
+565.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.2% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | -4.6% | +4.0% | -8.6% | -4.9% |
| 3M | +9.4% | +0.1% | +9.3% | +9.3% |
| 6M | +3.5% | +12.7% | -9.2% | +2.5% |
| YTD | +22.0% | +35.6% | -13.5% | +19.2% |
| 1Y | +2.2% | +73.7% | -71.5% | -1.9% |
| 3Y | +19.6% | +93.3% | -73.7% | +13.9% |
| 5Y | -2.3% | +92.4% | -94.8% | -7.4% |
| 10Y | +181.4% | +606.9% | -425.6% | +156.1% |
| All | +755.0% | +189.1% | +565.9% | +721.7% |
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 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