+48.3%
D vs RIO
+353.3%
-305.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | +2.4% | +3.6% | -1.2% | +1.8% |
| 30D | +10.9% | -10.8% | +21.7% | +12.9% |
| 3M | +2.8% | -15.2% | +18.1% | +5.5% |
| 6M | +12.7% | -18.0% | +30.7% | +16.0% |
| YTD | +20.3% | +11.0% | +9.3% | +17.0% |
| 1Y | +17.1% | +26.4% | -9.2% | +11.2% |
| 3Y | +75.1% | +54.4% | +20.8% | +59.1% |
| 5Y | +13.1% | +98.1% | -84.9% | -3.2% |
| 10Y | +48.3% | +358.5% | -310.3% | +9.7% |
| All | +48.3% | +353.3% | -305.1% | +9.7% |
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 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