+1,587.5%
LITE vs RIO
+353.3%
+1,234.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -0.6% |
| 7D | -13.9% | +3.6% | -17.5% | -15.5% |
| 30D | -46.9% | -10.8% | -36.1% | -43.2% |
| 3M | -28.0% | -15.2% | -12.8% | -20.8% |
| 6M | -35.2% | -18.0% | -17.2% | -27.0% |
| YTD | +58.9% | +11.0% | +47.9% | +52.4% |
| 1Y | +125.3% | +26.4% | +99.0% | +102.6% |
| 3Y | +1,344.4% | +54.4% | +1,290.1% | +1,067.5% |
| 5Y | +541.2% | +98.1% | +443.1% | +336.8% |
| 10Y | +1,587.5% | +358.5% | +1,229.0% | +615.6% |
| All | +1,587.5% | +353.3% | +1,234.2% | +615.6% |
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