+114.8%
ALL vs RIO
+97.3%
+17.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.4% |
| 7D | -1.7% | +1.9% | -3.6% | -1.9% |
| 30D | -4.7% | +5.0% | -9.6% | -5.2% |
| 3M | +18.4% | +5.1% | +13.2% | +17.6% |
| 6M | +20.5% | +17.6% | +2.9% | +17.3% |
| YTD | +23.5% | +36.3% | -12.8% | +16.8% |
| 1Y | +29.0% | +71.2% | -42.2% | +16.8% |
| 3Y | +153.7% | +102.7% | +51.0% | +117.8% |
| 5Y | +114.8% | +99.6% | +15.2% | +75.5% |
| All | +114.8% | +97.3% | +17.5% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling