+227.5%
LOW vs RIO
+608.6%
-381.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -3.7% | -3.2% | -0.5% | -2.7% |
| 30D | -8.9% | +0.9% | -9.8% | -9.3% |
| 3M | -10.4% | -1.4% | -9.0% | -10.3% |
| 6M | -19.4% | +10.9% | -30.3% | -22.8% |
| YTD | -17.1% | +31.2% | -48.3% | -25.4% |
| 1Y | -26.3% | +67.9% | -94.2% | -39.3% |
| 3Y | -9.9% | +88.8% | -98.7% | -29.8% |
| 5Y | +6.1% | +93.1% | -87.0% | -21.6% |
| All | +227.5% | +608.6% | -381.1% | +44.8% |
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