+231.1%
HOOD vs RIO
+77.1%
+154.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +7.7% | +1.0% | +6.8% | +7.2% |
| 30D | +22.0% | +4.0% | +17.9% | +19.7% |
| 3M | +37.6% | +4.5% | +33.1% | +34.2% |
| 6M | +45.3% | +17.3% | +27.9% | +33.1% |
| YTD | +1.9% | +36.2% | -34.2% | -13.8% |
| 1Y | -2.7% | +76.1% | -78.9% | -27.8% |
| 3Y | +973.4% | +102.5% | +870.8% | +631.1% |
| 5Y | +179.3% | +103.5% | +75.7% | +88.0% |
| All | +231.1% | +77.1% | +154.0% | +246.8% |
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