-9.8%
UL vs RIO
+67.4%
-77.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -1.2% |
| 7D | -4.1% | -3.4% | -0.7% | -3.9% |
| 30D | -1.2% | +0.6% | -1.8% | -1.2% |
| 3M | +6.0% | +2.5% | +3.4% | +6.1% |
| 6M | -5.5% | +10.8% | -16.3% | -6.0% |
| YTD | -3.3% | +30.5% | -33.8% | -2.9% |
| 1Y | -9.8% | +68.1% | -77.9% | -5.8% |
| All | -9.8% | +67.4% | -77.1% | -5.8% |
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