+368.4%
ALL vs RIO
+353.3%
+15.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.4% |
| 7D | -0.1% | +3.6% | -3.7% | -1.0% |
| 30D | +13.8% | -10.8% | +24.6% | +16.7% |
| 3M | -2.8% | -15.2% | +12.5% | +0.7% |
| 6M | +23.7% | -18.0% | +41.7% | +28.3% |
| YTD | +27.3% | +11.0% | +16.3% | +20.7% |
| 1Y | +30.5% | +26.4% | +4.2% | +19.4% |
| 3Y | +113.0% | +54.4% | +58.6% | +79.9% |
| 5Y | +157.6% | +98.1% | +59.5% | +93.9% |
| 10Y | +368.4% | +358.5% | +9.8% | +180.6% |
| All | +368.4% | +353.3% | +15.0% | +180.6% |
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