+503.8%
APP vs RIO
+51.3%
+452.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.8% | -1.9% |
| 7D | +10.6% | +0.1% | +10.4% | +10.6% |
| 30D | +44.6% | -10.5% | +55.1% | +51.1% |
| 3M | +29.6% | -15.9% | +45.5% | +38.4% |
| 6M | -19.8% | -22.3% | +2.5% | -11.8% |
| YTD | -41.6% | +9.3% | -50.9% | -44.6% |
| 1Y | -32.7% | +23.0% | -55.7% | -39.3% |
| 3Y | +799.0% | +52.1% | +747.0% | +634.9% |
| 5Y | +250.4% | +88.9% | +161.5% | +165.0% |
| All | +503.8% | +51.3% | +452.5% | +351.0% |
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