+1,493.1%
LITE vs RIO
+354.4%
+1,138.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.3% |
| 7D | +10.8% | -0.9% | +11.7% | +11.6% |
| 30D | -33.4% | -9.1% | -24.3% | -29.6% |
| 3M | -32.2% | -13.7% | -18.6% | -26.2% |
| 6M | -42.1% | -24.3% | -17.8% | -31.9% |
| YTD | +61.9% | +8.9% | +53.0% | +57.1% |
| 1Y | +163.0% | +22.7% | +140.3% | +140.5% |
| 3Y | +1,358.0% | +51.2% | +1,306.8% | +1,092.9% |
| 5Y | +549.9% | +88.1% | +461.8% | +356.1% |
| All | +1,493.1% | +354.4% | +1,138.7% | +578.1% |
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