+133.6%
HOOD vs RIO
+44.3%
+89.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.2% | -1.2% |
| 7D | -5.1% | +3.6% | -8.7% | -6.8% |
| 30D | -25.4% | -10.8% | -14.6% | -20.5% |
| 3M | -14.0% | -15.2% | +1.3% | -5.6% |
| 6M | +5.6% | -18.0% | +23.6% | +17.2% |
| YTD | -28.1% | +11.0% | -39.1% | -32.0% |
| 1Y | -40.1% | +26.4% | -66.5% | -47.1% |
| 3Y | +888.2% | +54.4% | +833.9% | +677.6% |
| 5Y | +135.8% | +98.1% | +37.7% | +40.0% |
| All | +133.6% | +44.3% | +89.3% | +173.6% |
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