+19.3%
TPR vs RIO
+29.3%
-10.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +2.4% |
| 7D | +12.6% | -1.6% | +14.2% | +13.1% |
| 30D | +7.1% | -11.6% | +18.7% | +11.4% |
| 3M | -19.4% | -12.7% | -6.6% | -15.9% |
| 6M | -9.7% | -12.4% | +2.7% | -6.2% |
| YTD | -1.0% | +11.0% | -12.0% | -6.5% |
| 1Y | +19.3% | +30.8% | -11.5% | -2.3% |
| All | +19.3% | +29.3% | -10.0% | -2.3% |
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