+371.6%
ALL vs RIO
+354.4%
+17.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +5.0% | -0.9% | +6.0% | +5.2% |
| 30D | +13.3% | -9.1% | +22.4% | +15.7% |
| 3M | +3.2% | -13.7% | +16.9% | +6.3% |
| 6M | +25.3% | -24.3% | +49.7% | +32.7% |
| YTD | +30.5% | +8.9% | +21.6% | +24.3% |
| 1Y | +29.2% | +22.7% | +6.5% | +19.0% |
| 3Y | +119.1% | +51.2% | +67.9% | +86.0% |
| 5Y | +162.6% | +88.1% | +74.5% | +100.9% |
| All | +371.6% | +354.4% | +17.2% | +184.6% |
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