+2,174.9%
T vs RIO
+6,008.3%
-3,833.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.4% | -2.0% |
| 7D | -1.3% | 0.0% | -1.2% | -1.3% |
| 30D | +11.4% | +4.0% | +7.4% | +10.5% |
| 3M | +14.3% | +0.1% | +14.2% | +13.9% |
| 6M | -9.3% | +12.7% | -22.0% | -11.6% |
| YTD | +7.1% | +35.6% | -28.5% | +0.7% |
| 1Y | -9.1% | +73.7% | -82.8% | -18.3% |
| 3Y | +105.3% | +93.3% | +12.0% | +79.3% |
| 5Y | +66.8% | +92.4% | -25.6% | +43.4% |
| 10Y | +66.8% | +606.9% | -540.2% | +11.7% |
| All | +2,174.9% | +6,008.3% | -3,833.4% | +886.8% |
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