+240.3%
UMC vs RIO
+69.4%
+170.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.0% |
| 7D | +9.0% | -3.2% | +12.2% | +11.0% |
| 30D | +17.2% | +0.9% | +16.3% | +16.4% |
| 3M | +11.4% | -1.4% | +12.8% | +11.1% |
| 6M | +137.5% | +10.9% | +126.6% | +126.0% |
| YTD | +193.1% | +31.2% | +161.9% | +164.0% |
| 1Y | +240.3% | +67.9% | +172.4% | +163.8% |
| All | +240.3% | +69.4% | +170.9% | +163.8% |
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