+433.8%
MAR vs RIO
+608.6%
-174.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -0.5% | -3.2% | +2.7% | +0.7% |
| 30D | -5.4% | +0.9% | -6.3% | -5.9% |
| 3M | -15.5% | -1.4% | -14.1% | -15.4% |
| 6M | +3.0% | +10.9% | -8.0% | -2.2% |
| YTD | +8.5% | +31.2% | -22.7% | -4.4% |
| 1Y | +26.0% | +67.9% | -42.0% | 0.0% |
| 3Y | +68.6% | +88.8% | -20.2% | +25.2% |
| 5Y | +157.4% | +93.1% | +64.3% | +82.8% |
| All | +433.8% | +608.6% | -174.8% | +151.5% |
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