+292.2%
TER vs RIO
+95.3%
+196.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.2% |
| 7D | +12.4% | +1.0% | +11.4% | +11.4% |
| 30D | +5.1% | +4.0% | +1.1% | +1.0% |
| 3M | +4.0% | +4.5% | -0.6% | -0.2% |
| 6M | +29.5% | +17.3% | +12.2% | +14.9% |
| YTD | +98.5% | +36.2% | +62.3% | +59.1% |
| 1Y | +234.1% | +76.1% | +157.9% | +125.4% |
| All | +292.2% | +95.3% | +196.9% | +144.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling