+730.4%
SW vs RIO
+132.8%
+597.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.4% |
| 7D | +4.7% | -0.1% | +4.8% | +4.7% |
| 30D | +5.0% | -13.3% | +18.3% | +6.2% |
| 3M | -7.3% | -16.3% | +8.9% | -6.0% |
| 6M | +15.0% | -15.4% | +30.4% | +16.6% |
| YTD | +18.5% | +9.2% | +9.4% | +17.8% |
| 1Y | +27.1% | +26.5% | +0.6% | +25.1% |
| 3Y | +49.3% | +49.9% | -0.6% | +45.1% |
| 5Y | -1.6% | +93.9% | -95.6% | -5.9% |
| 10Y | +185.4% | +422.3% | -236.9% | +164.7% |
| All | +730.4% | +132.8% | +597.6% | +712.4% |
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