+528.8%
APP vs RIO
+56.9%
+471.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.2% | +1.6% | +3.5% |
| 7D | +79.2% | +4.4% | +74.7% | +75.9% |
| 30D | +48.0% | -8.9% | +56.8% | +53.5% |
| 3M | +18.2% | -12.7% | +30.9% | +24.3% |
| 6M | -12.5% | -16.2% | +3.7% | -6.8% |
| YTD | -39.2% | +13.4% | -52.6% | -43.2% |
| 1Y | -33.9% | +30.9% | -64.8% | -41.9% |
| 3Y | +933.3% | +60.2% | +873.1% | +728.1% |
| 5Y | +295.9% | +98.9% | +197.0% | +193.4% |
| All | +528.8% | +56.9% | +471.9% | +362.6% |
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