+7,716.4%
TPR vs RIO
+2,786.5%
+4,929.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -23.0% | +4.0% | -26.9% | -24.1% |
| 3M | -12.5% | +0.1% | -12.6% | -12.7% |
| 6M | -21.4% | +12.7% | -34.1% | -25.3% |
| YTD | -3.5% | +35.6% | -39.1% | -15.1% |
| 1Y | +17.4% | +73.7% | -56.3% | -6.3% |
| 3Y | +291.3% | +93.3% | +197.9% | +196.5% |
| 5Y | +241.9% | +92.4% | +149.5% | +155.3% |
| 10Y | +322.7% | +606.9% | -284.3% | +97.4% |
| All | +7,716.4% | +2,786.5% | +4,929.9% | +1,051.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling