-25.8%
TE vs RIO
+29.3%
-55.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.6% | -7.1% | -7.3% |
| 7D | +3.8% | -1.6% | +5.4% | +4.9% |
| 30D | -26.2% | -11.6% | -14.6% | -15.9% |
| 3M | -49.7% | -12.7% | -37.0% | -41.7% |
| 6M | -46.5% | -12.4% | -34.1% | -36.1% |
| YTD | -59.1% | +11.0% | -70.1% | -60.4% |
| 1Y | -25.8% | +30.8% | -56.7% | -50.0% |
| All | -25.8% | +29.3% | -55.2% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling