+13.6%
TPR vs RIO
+70.7%
-57.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.3% | -3.9% |
| 7D | -3.4% | +1.9% | -5.3% | -4.0% |
| 30D | -27.3% | +5.0% | -32.3% | -28.5% |
| 3M | -16.2% | +5.1% | -21.4% | -17.7% |
| 6M | -17.9% | +17.6% | -35.5% | -22.1% |
| YTD | -7.1% | +36.3% | -43.4% | -17.5% |
| 1Y | +13.6% | +71.2% | -57.6% | -5.4% |
| All | +13.6% | +70.7% | -57.1% | -5.4% |
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