+250.7%
TQQQ vs RIO
+88.2%
+162.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.0% |
| 7D | -1.9% | -3.2% | +1.3% | +1.3% |
| 30D | -4.9% | +0.9% | -5.8% | -6.3% |
| 3M | -6.4% | -1.4% | -5.0% | -5.4% |
| 6M | +44.4% | +10.9% | +33.5% | +31.0% |
| YTD | +35.2% | +31.2% | +4.0% | +2.3% |
| 1Y | +49.5% | +67.9% | -18.4% | -12.5% |
| 3Y | +250.7% | +88.8% | +161.9% | +72.0% |
| All | +250.7% | +88.2% | +162.5% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling