+3.7%
U vs RIO
+73.7%
-70.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | +17.5% | +4.0% | +13.5% | +15.2% |
| 3M | +38.7% | +0.1% | +38.6% | +38.7% |
| 6M | +104.4% | +12.7% | +91.7% | +87.6% |
| YTD | -5.7% | +35.6% | -41.2% | -23.1% |
| 1Y | +3.7% | +73.7% | -70.0% | -29.7% |
| All | +3.7% | +73.7% | -70.1% | -29.7% |
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