+74.3%
F vs RIO
+353.3%
-279.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.3% |
| 7D | +1.0% | +3.6% | -2.6% | -0.7% |
| 30D | +2.1% | -10.8% | +12.9% | +7.6% |
| 3M | -10.3% | -15.2% | +5.0% | -3.5% |
| 6M | +3.3% | -18.0% | +21.3% | +12.4% |
| YTD | -2.0% | +11.0% | -13.0% | -8.3% |
| 1Y | -2.3% | +26.4% | -28.6% | -14.2% |
| 3Y | +49.9% | +54.4% | -4.5% | +17.1% |
| 5Y | -12.5% | +98.1% | -110.5% | -41.9% |
| 10Y | +74.3% | +358.5% | -284.3% | -21.9% |
| All | +74.3% | +353.3% | -279.1% | -21.9% |
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