+506.6%
APP vs RIO
+53.6%
+453.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -2.7% |
| 7D | +61.1% | +3.6% | +57.5% | +58.8% |
| 30D | +42.8% | -10.8% | +53.6% | +49.4% |
| 3M | +16.7% | -15.2% | +31.9% | +24.2% |
| 6M | -15.6% | -18.0% | +2.4% | -9.2% |
| YTD | -41.3% | +11.0% | -52.3% | -44.7% |
| 1Y | -39.3% | +26.4% | -65.6% | -45.9% |
| 3Y | +803.2% | +54.4% | +748.8% | +633.8% |
| 5Y | +313.2% | +98.1% | +215.1% | +208.1% |
| All | +506.6% | +53.6% | +453.0% | +350.3% |
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