+839.8%
MOD vs RIO
+364.8%
+475.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.2% |
| 7D | +8.2% | +0.5% | +7.7% | +8.2% |
| 30D | -38.2% | -9.9% | -28.3% | -34.0% |
| 3M | -46.2% | -14.0% | -32.2% | -41.0% |
| 6M | -62.5% | -19.5% | -43.0% | -57.1% |
| YTD | -20.1% | +11.5% | -31.6% | -25.7% |
| 1Y | -29.7% | +26.9% | -56.6% | -39.8% |
| 3Y | +136.2% | +55.1% | +81.1% | +75.1% |
| 5Y | +820.4% | +90.7% | +729.7% | +473.5% |
| 10Y | +839.8% | +363.3% | +476.5% | +296.8% |
| All | +839.8% | +364.8% | +475.1% | +296.8% |
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