+138.0%
B vs RIO
+94.1%
+43.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.1% |
| 7D | +9.6% | +2.2% | +7.3% | +8.3% |
| 30D | +3.5% | -10.1% | +13.6% | +10.4% |
| 3M | -1.6% | -14.1% | +12.6% | +8.1% |
| 6M | -1.7% | -18.9% | +17.2% | +11.9% |
| YTD | -5.3% | +9.9% | -15.2% | -6.9% |
| 1Y | +27.2% | +27.0% | +0.2% | +17.0% |
| 3Y | +166.1% | +50.1% | +116.0% | +125.7% |
| All | +138.0% | +94.1% | +43.9% | +91.8% |
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