+86.4%
F vs RIO
+600.2%
-513.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.8% | -4.5% |
| 7D | +1.2% | +1.9% | -0.8% | +0.3% |
| 30D | +1.2% | +5.0% | -3.7% | -1.1% |
| 3M | -5.7% | +5.1% | -10.8% | -8.2% |
| 6M | +17.9% | +17.6% | +0.3% | +8.5% |
| YTD | +10.4% | +36.3% | -25.9% | -5.7% |
| 1Y | +25.3% | +71.2% | -45.8% | -4.3% |
| 3Y | +37.5% | +102.7% | -65.2% | -5.3% |
| 5Y | +46.5% | +99.6% | -53.1% | -1.8% |
| 10Y | +86.4% | +603.1% | -516.7% | -27.8% |
| All | +86.4% | +600.2% | -513.8% | -27.8% |
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