+208.8%
C vs RIO
+353.3%
-144.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.4% | +1.3% |
| 7D | -0.4% | +3.6% | -3.9% | -2.1% |
| 30D | -5.2% | -10.8% | +5.6% | +0.4% |
| 3M | -9.1% | -15.2% | +6.1% | -1.6% |
| 6M | -1.6% | -18.0% | +16.4% | +7.6% |
| YTD | +6.9% | +11.0% | -4.0% | -1.5% |
| 1Y | +23.0% | +26.4% | -3.4% | +5.7% |
| 3Y | +216.1% | +54.4% | +161.8% | +137.2% |
| 5Y | +112.2% | +98.1% | +14.2% | +29.4% |
| 10Y | +208.8% | +358.5% | -149.8% | +25.8% |
| All | +208.8% | +353.3% | -144.6% | +25.8% |
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 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