+120.5%
URI vs RIO
+92.9%
+27.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -12.9% | +4.0% | -16.9% | -14.2% |
| 3M | -6.7% | +0.1% | -6.9% | -7.0% |
| 6M | +19.0% | +12.7% | +6.3% | +12.5% |
| YTD | +25.5% | +35.6% | -10.0% | +7.9% |
| 1Y | +5.5% | +73.7% | -68.2% | -19.8% |
| All | +120.5% | +92.9% | +27.7% | +54.0% |
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