+616.7%
ADI vs RIO
+604.6%
+12.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.1% | +0.9% |
| 7D | +1.3% | -3.4% | +4.7% | +2.9% |
| 30D | -6.0% | +0.6% | -6.5% | -6.4% |
| 3M | -7.7% | +2.5% | -10.3% | -9.0% |
| 6M | +14.0% | +10.8% | +3.2% | +8.0% |
| YTD | +34.4% | +30.5% | +3.9% | +17.4% |
| 1Y | +48.0% | +68.1% | -20.2% | +14.5% |
| 3Y | +113.3% | +94.0% | +19.3% | +53.0% |
| 5Y | +131.1% | +92.0% | +39.1% | +60.5% |
| All | +616.7% | +604.6% | +12.1% | +205.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling