-10.2%
DOW vs RIO
+214.6%
-224.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +3.3% |
| 7D | -2.4% | -3.4% | +1.0% | -0.5% |
| 30D | -4.1% | +0.6% | -4.7% | -4.8% |
| 3M | -12.4% | +2.5% | -15.0% | -14.7% |
| 6M | -10.6% | +10.8% | -21.4% | -18.6% |
| YTD | +31.1% | +30.5% | +0.6% | +6.6% |
| 1Y | +30.5% | +68.1% | -37.6% | -10.2% |
| 3Y | -34.4% | +94.0% | -128.4% | -59.5% |
| 5Y | -35.5% | +92.0% | -127.5% | -62.1% |
| All | -10.2% | +214.6% | -224.8% | -67.7% |
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