+256.1%
TPR vs RIO
+94.1%
+162.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | +14.2% | +2.2% | +12.0% | +13.0% |
| 30D | +17.1% | -10.1% | +27.2% | +22.7% |
| 3M | -17.7% | -14.1% | -3.6% | -12.1% |
| 6M | -10.2% | -18.9% | +8.7% | -2.0% |
| YTD | +4.9% | +9.9% | -5.0% | -2.0% |
| 1Y | +36.1% | +27.0% | +9.1% | +18.2% |
| 3Y | +416.5% | +50.1% | +366.4% | +304.7% |
| All | +256.1% | +94.1% | +162.0% | +125.6% |
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