+1,064.5%
MOD vs RIO
+354.4%
+710.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.4% | +28.3% | +28.1% |
| 7D | +40.4% | -0.9% | +41.4% | +41.4% |
| 30D | -14.0% | -9.1% | -4.9% | -8.8% |
| 3M | -33.3% | -13.7% | -19.7% | -27.1% |
| 6M | -51.4% | -24.3% | -27.1% | -42.1% |
| YTD | +1.6% | +8.9% | -7.3% | -4.1% |
| 1Y | +5.4% | +22.7% | -17.3% | -7.8% |
| 3Y | +191.0% | +51.2% | +139.8% | +119.2% |
| 5Y | +1,093.1% | +88.1% | +1,005.0% | +649.4% |
| All | +1,064.5% | +354.4% | +710.0% | +398.7% |
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