+620.2%
ADI vs RIO
+354.4%
+265.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | +9.5% | -0.9% | +10.4% | +10.0% |
| 30D | -1.4% | -9.1% | +7.7% | +3.3% |
| 3M | +4.7% | -13.7% | +18.4% | +12.3% |
| 6M | -7.4% | -24.3% | +16.9% | +5.5% |
| YTD | +48.1% | +8.9% | +39.2% | +40.8% |
| 1Y | +69.6% | +22.7% | +47.0% | +52.3% |
| 3Y | +144.4% | +51.2% | +93.2% | +96.6% |
| 5Y | +134.1% | +88.1% | +46.0% | +63.0% |
| All | +620.2% | +354.4% | +265.8% | +240.7% |
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