+199.6%
ARM vs RIO
+50.9%
+148.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.3% |
| 7D | +9.1% | -0.9% | +10.0% | +10.2% |
| 30D | -19.9% | -9.1% | -10.9% | -12.9% |
| 3M | -31.6% | -13.7% | -17.9% | -22.4% |
| 6M | -13.9% | -24.3% | +10.5% | +9.6% |
| YTD | +74.3% | +8.9% | +65.4% | +66.4% |
| 1Y | +35.8% | +22.7% | +13.1% | +17.0% |
| 3Y | +268.6% | +51.2% | +217.4% | +160.7% |
| All | +199.6% | +50.9% | +148.7% | +108.3% |
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