+35.5%
D vs RIO
+604.6%
-569.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.6% |
| 7D | -1.6% | -3.4% | +1.7% | -1.1% |
| 30D | -3.5% | +0.6% | -4.1% | -3.7% |
| 3M | -1.6% | +2.5% | -4.1% | -2.2% |
| 6M | +5.8% | +10.8% | -5.0% | +3.5% |
| YTD | +14.5% | +30.5% | -16.0% | +8.6% |
| 1Y | +14.2% | +68.1% | -54.0% | +3.5% |
| 3Y | +59.0% | +94.0% | -35.0% | +39.6% |
| 5Y | +5.4% | +92.0% | -86.6% | -8.6% |
| All | +35.5% | +604.6% | -569.1% | -4.3% |
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