+404.3%
META vs RIO
+408.2%
-3.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.6% |
| 7D | -0.8% | +2.2% | -3.0% | -1.5% |
| 30D | -15.4% | -10.1% | -5.3% | -12.4% |
| 3M | +3.5% | -14.1% | +17.6% | +8.6% |
| 6M | -0.3% | -18.9% | +18.6% | +5.9% |
| YTD | -7.3% | +9.9% | -17.2% | -12.1% |
| 1Y | -1.1% | +27.0% | -28.1% | -11.0% |
| 3Y | +95.1% | +50.1% | +45.0% | +62.6% |
| 5Y | +80.6% | +95.3% | -14.7% | +33.2% |
| All | +404.3% | +408.2% | -3.9% | +184.0% |
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