+210.2%
HD vs RIO
+605.0%
-394.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.8% | +1.0% | -2.8% | -2.1% |
| 30D | -10.8% | +4.0% | -14.9% | -12.0% |
| 3M | -2.7% | +4.5% | -7.2% | -4.2% |
| 6M | -10.3% | +17.3% | -27.6% | -15.0% |
| YTD | -7.8% | +36.2% | -44.0% | -16.9% |
| 1Y | -23.1% | +76.1% | -99.3% | -36.1% |
| 3Y | +2.0% | +102.5% | -100.5% | -19.9% |
| 5Y | +6.2% | +103.5% | -97.3% | -19.8% |
| 10Y | +210.2% | +619.2% | -409.0% | +50.4% |
| All | +210.2% | +605.0% | -394.8% | +50.4% |
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