+3.5%
W vs RIO
+27.0%
-23.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.4% |
| 7D | -7.4% | +0.5% | -7.9% | -7.5% |
| 30D | +7.8% | -9.9% | +17.7% | +14.5% |
| 3M | +10.9% | -14.0% | +24.9% | +20.9% |
| 6M | +86.4% | -19.5% | +106.0% | +109.3% |
| YTD | +14.0% | +11.5% | +2.4% | +7.4% |
| 1Y | +3.5% | +26.9% | -23.4% | -10.4% |
| All | +3.5% | +27.0% | -23.5% | -10.4% |
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