+151.5%
EXC vs RIO
+600.2%
-448.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +1.2% | +1.9% | -0.7% | +0.9% |
| 30D | -2.7% | +5.0% | -7.7% | -3.7% |
| 3M | -1.0% | +5.1% | -6.1% | -2.2% |
| 6M | -9.3% | +17.6% | -26.9% | -12.9% |
| YTD | +3.6% | +36.3% | -32.7% | -4.1% |
| 1Y | +5.9% | +71.2% | -65.3% | -7.0% |
| 3Y | +21.3% | +102.7% | -81.4% | +1.0% |
| 5Y | +46.2% | +99.6% | -53.4% | +19.2% |
| 10Y | +151.5% | +603.1% | -451.6% | +50.1% |
| All | +151.5% | +600.2% | -448.7% | +50.1% |
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