+2,259.5%
LITE vs RIO
+606.7%
+1,652.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.8% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +6.7% | +4.0% | +2.7% | +4.3% |
| 3M | -6.8% | +0.1% | -6.9% | -6.6% |
| 6M | +29.4% | +12.7% | +16.7% | +22.4% |
| YTD | +139.1% | +35.6% | +103.5% | +104.8% |
| 1Y | +521.0% | +73.7% | +447.3% | +371.9% |
| 3Y | +1,535.3% | +93.3% | +1,442.0% | +1,068.3% |
| 5Y | +889.8% | +92.4% | +797.4% | +581.3% |
| All | +2,259.5% | +606.7% | +1,652.7% | +716.4% |
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