+43.3%
IR vs RIO
+97.3%
-54.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.9% |
| 7D | +0.6% | +1.9% | -1.3% | -0.1% |
| 30D | -13.6% | +5.0% | -18.6% | -15.4% |
| 3M | +3.7% | +5.1% | -1.5% | +1.3% |
| 6M | -13.1% | +17.6% | -30.7% | -19.3% |
| YTD | -5.1% | +36.3% | -41.4% | -17.3% |
| 1Y | -6.5% | +71.2% | -77.6% | -25.9% |
| 3Y | +8.5% | +102.7% | -94.2% | -20.8% |
| 5Y | +43.3% | +99.6% | -56.3% | +5.0% |
| All | +43.3% | +97.3% | -54.0% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling