+158.8%
B vs RIO
+101.7%
+57.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +1.0% | +1.0% | +0.1% | +0.5% |
| 30D | +9.5% | +4.0% | +5.5% | +7.2% |
| 3M | +14.3% | +4.5% | +9.8% | +11.9% |
| 6M | -1.9% | +17.3% | -19.2% | -9.0% |
| YTD | +4.1% | +36.2% | -32.1% | -9.6% |
| 1Y | +56.1% | +76.1% | -20.0% | +20.9% |
| 3Y | +202.0% | +102.5% | +99.5% | +119.3% |
| 5Y | +158.8% | +103.5% | +55.3% | +87.7% |
| All | +158.8% | +101.7% | +57.1% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling