+56.7%
TOST vs RIO
+92.9%
-36.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -2.4% | +4.0% | -6.4% | -3.6% |
| 3M | +34.6% | +0.1% | +34.5% | +34.5% |
| 6M | +15.2% | +12.7% | +2.5% | +9.3% |
| YTD | -4.4% | +35.6% | -40.0% | -17.3% |
| 1Y | -17.4% | +73.7% | -91.1% | -36.6% |
| All | +56.7% | +92.9% | -36.2% | +7.0% |
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 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