+67.7%
USAR vs RIO
+95.3%
-27.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | -4.4% | +1.0% | -5.4% | -5.1% |
| 30D | -10.4% | +4.0% | -14.4% | -12.8% |
| 3M | -18.4% | +4.5% | -22.9% | -20.9% |
| 6M | -8.8% | +17.3% | -26.2% | -14.9% |
| YTD | +43.4% | +36.2% | +7.2% | +27.9% |
| 1Y | +21.0% | +76.1% | -55.2% | +0.6% |
| All | +67.7% | +95.3% | -27.5% | +41.1% |
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