-5.9%
TLT vs RIO
+67.4%
-73.2%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -0.9% |
| 7D | -1.6% | -3.4% | +1.8% | -1.4% |
| 30D | -1.3% | +0.6% | -1.9% | -1.4% |
| 3M | -3.7% | +2.5% | -6.3% | -3.9% |
| 6M | -6.4% | +10.8% | -17.1% | -6.8% |
| YTD | -4.5% | +30.5% | -34.9% | -5.1% |
| 1Y | -5.9% | +68.1% | -74.0% | -6.6% |
| All | -5.9% | +67.4% | -73.2% | -6.6% |
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