+364.8%
ALL vs RIO
+605.0%
-240.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -2.2% | +1.0% | -3.2% | -2.4% |
| 30D | -5.6% | +4.0% | -9.6% | -6.6% |
| 3M | +17.2% | +4.5% | +12.7% | +15.5% |
| 6M | +23.2% | +17.3% | +5.9% | +17.1% |
| YTD | +23.6% | +36.2% | -12.6% | +12.2% |
| 1Y | +29.2% | +76.1% | -47.0% | +8.9% |
| 3Y | +153.8% | +102.5% | +51.3% | +100.9% |
| 5Y | +116.1% | +103.5% | +12.6% | +65.6% |
| 10Y | +364.8% | +619.2% | -254.4% | +157.4% |
| All | +364.8% | +605.0% | -240.1% | +157.4% |
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 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