+123.6%
HOOD vs RIO
+41.6%
+82.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.1% |
| 7D | -3.8% | -0.9% | -2.8% | -3.2% |
| 30D | -23.0% | -9.1% | -13.9% | -18.8% |
| 3M | -21.6% | -13.7% | -8.0% | -14.6% |
| 6M | +1.4% | -24.3% | +25.8% | +17.8% |
| YTD | -31.2% | +8.9% | -40.0% | -34.2% |
| 1Y | -35.9% | +22.7% | -58.6% | -42.4% |
| 3Y | +836.9% | +51.2% | +785.8% | +646.0% |
| 5Y | +121.1% | +88.1% | +33.0% | +38.2% |
| All | +123.6% | +41.6% | +82.0% | +164.8% |
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