+277.0%
IR vs RIO
+458.6%
-181.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -1.9% | +1.0% | -2.9% | -2.4% |
| 30D | -15.0% | +4.0% | -19.1% | -16.9% |
| 3M | -0.4% | +4.5% | -5.0% | -3.1% |
| 6M | -15.0% | +17.3% | -32.4% | -22.5% |
| YTD | -7.1% | +36.2% | -43.2% | -21.7% |
| 1Y | -7.5% | +76.1% | -83.7% | -32.0% |
| 3Y | +6.3% | +102.5% | -96.2% | -28.7% |
| 5Y | +37.3% | +103.5% | -66.2% | -12.0% |
| All | +277.0% | +458.6% | -181.5% | +35.8% |
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