+140.0%
TRV vs RIO
+87.1%
+52.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +0.5% |
| 7D | -1.5% | -3.4% | +1.9% | -1.5% |
| 30D | -1.8% | +0.6% | -2.4% | -1.8% |
| 3M | +21.6% | +2.5% | +19.0% | +21.7% |
| 6M | +22.5% | +10.8% | +11.7% | +22.1% |
| YTD | +28.1% | +30.5% | -2.3% | +26.7% |
| 1Y | +37.0% | +68.1% | -31.1% | +33.4% |
| All | +140.0% | +87.1% | +52.9% | +127.4% |
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 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