+100.1%
MO vs RIO
+90.3%
+9.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.6% |
| 7D | -1.0% | -3.4% | +2.3% | -0.8% |
| 30D | +5.8% | +0.6% | +5.2% | +5.7% |
| 3M | -4.5% | +2.5% | -7.1% | -4.8% |
| 6M | +5.7% | +10.8% | -5.1% | +4.3% |
| YTD | +23.1% | +30.5% | -7.4% | +18.9% |
| 1Y | +10.9% | +68.1% | -57.2% | +3.7% |
| 3Y | +96.1% | +94.0% | +2.1% | +77.3% |
| 5Y | +100.1% | +92.0% | +8.1% | +78.5% |
| All | +100.1% | +90.3% | +9.8% | +78.5% |
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 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