+86.4%
U vs RIO
+56.4%
+30.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -0.7% |
| 7D | +24.4% | +3.6% | +20.8% | +21.2% |
| 30D | +7.4% | -10.8% | +18.2% | +15.8% |
| 3M | +16.8% | -15.2% | +32.0% | +29.7% |
| 6M | +78.8% | -18.0% | +96.8% | +101.3% |
| YTD | +14.0% | +11.0% | +3.0% | -2.2% |
| 1Y | +16.7% | +26.4% | -9.6% | -11.2% |
| 3Y | +86.4% | +54.4% | +32.0% | +19.7% |
| All | +86.4% | +56.4% | +30.0% | +19.7% |
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 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