+13.5%
U vs RIO
+104.4%
-91.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.2% |
| 7D | +4.5% | +1.9% | +2.5% | +3.1% |
| 30D | -0.6% | +5.0% | -5.5% | -4.2% |
| 3M | +48.4% | +5.1% | +43.3% | +42.2% |
| 6M | +115.4% | +17.6% | +97.7% | +86.6% |
| YTD | -3.2% | +36.3% | -39.5% | -27.0% |
| 1Y | -6.0% | +71.2% | -77.2% | -42.4% |
| 3Y | +13.5% | +102.7% | -89.2% | -39.3% |
| All | +13.5% | +104.4% | -91.0% | -39.3% |
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