+193.0%
ARM vs RIO
+57.1%
+135.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.2% | +3.5% | +4.0% |
| 7D | -5.3% | +4.4% | -9.8% | -8.8% |
| 30D | -30.0% | -8.9% | -21.2% | -24.1% |
| 3M | -34.1% | -12.7% | -21.4% | -26.2% |
| 6M | -12.6% | -16.2% | +3.6% | +2.2% |
| YTD | +70.4% | +13.4% | +57.0% | +57.0% |
| 1Y | +22.3% | +30.9% | -8.6% | -0.4% |
| 3Y | +261.2% | +60.2% | +201.0% | +144.1% |
| All | +193.0% | +57.1% | +135.8% | +96.5% |
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 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