+1,593.8%
META vs RIO
+387.2%
+1,206.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.6% |
| 7D | +3.3% | +3.6% | -0.3% | +2.3% |
| 30D | -10.8% | -10.8% | +0.1% | -8.0% |
| 3M | +7.9% | -15.2% | +23.1% | +12.5% |
| 6M | +5.4% | -18.0% | +23.4% | +10.3% |
| YTD | -2.6% | +11.0% | -13.6% | -6.5% |
| 1Y | +1.9% | +26.4% | -24.5% | -5.7% |
| 3Y | +97.0% | +54.4% | +42.6% | +70.7% |
| 5Y | +97.6% | +98.1% | -0.4% | +58.1% |
| 10Y | +436.0% | +358.5% | +77.5% | +251.4% |
| All | +1,593.8% | +387.2% | +1,206.5% | +1,052.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling