+211.9%
B vs RIO
+605.0%
-393.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.0% | +1.0% | +0.1% | +0.6% |
| 30D | +9.5% | +4.0% | +5.5% | +7.8% |
| 3M | +14.3% | +4.5% | +9.8% | +12.6% |
| 6M | -1.9% | +17.3% | -19.2% | -7.1% |
| YTD | +4.1% | +36.2% | -32.1% | -6.3% |
| 1Y | +56.1% | +76.1% | -20.0% | +28.6% |
| 3Y | +202.0% | +102.5% | +99.5% | +136.5% |
| 5Y | +158.8% | +103.5% | +55.3% | +98.7% |
| 10Y | +211.9% | +619.2% | -407.3% | +44.6% |
| All | +211.9% | +605.0% | -393.1% | +44.6% |
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