+183.1%
MAR vs RIO
+89.6%
+93.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.4% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | +14.3% | -10.5% | +24.8% | +18.2% |
| 3M | +20.0% | -15.9% | +35.9% | +26.3% |
| 6M | +21.7% | -22.3% | +44.0% | +30.8% |
| YTD | +37.7% | +9.3% | +28.4% | +30.7% |
| 1Y | +46.8% | +23.0% | +23.8% | +33.6% |
| 3Y | +121.0% | +52.1% | +69.0% | +83.1% |
| 5Y | +183.1% | +88.9% | +94.2% | +97.2% |
| All | +183.1% | +89.6% | +93.5% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling