-45.7%
TOST vs RIO
+117.4%
-163.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.1% |
| 3M | +34.6% | +0.1% | +34.5% | +34.1% |
| 6M | +15.2% | +12.7% | +2.5% | +7.5% |
| YTD | -4.4% | +35.6% | -40.0% | -19.3% |
| 1Y | -17.4% | +73.7% | -91.1% | -38.7% |
| 3Y | +54.5% | +93.3% | -38.8% | +6.0% |
| All | -45.7% | +117.4% | -163.0% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling