-9.6%
TOST vs RIO
+27.0%
-36.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -3.6% | +0.5% | -4.1% | -3.6% |
| 30D | +8.9% | -9.9% | +18.8% | +9.2% |
| 3M | -2.2% | -14.0% | +11.8% | -1.6% |
| 6M | +41.0% | -19.5% | +60.5% | +42.3% |
| YTD | -4.0% | +11.5% | -15.5% | -16.9% |
| 1Y | -9.6% | +26.9% | -36.5% | -34.1% |
| All | -9.6% | +27.0% | -36.6% | -34.1% |
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