+1,887.0%
T vs RIO
+4,806.4%
-2,919.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.5% | -0.9% | +3.5% | +2.7% |
| 30D | -3.8% | -9.1% | +5.3% | -2.3% |
| 3M | -8.7% | -13.7% | +4.9% | -6.7% |
| 6M | -8.1% | -24.3% | +16.2% | -4.2% |
| YTD | -6.4% | +8.9% | -15.3% | -8.8% |
| 1Y | -9.8% | +22.7% | -32.4% | -13.9% |
| 3Y | +65.5% | +51.2% | +14.3% | +50.5% |
| 5Y | +57.0% | +88.1% | -31.2% | +35.2% |
| 10Y | +60.8% | +352.3% | -291.5% | +16.0% |
| All | +1,887.0% | +4,806.4% | -2,919.3% | +793.0% |
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