+886.3%
MOD vs RIO
+353.3%
+533.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -1.5% |
| 7D | -17.8% | +3.6% | -21.4% | -20.0% |
| 30D | -43.2% | -10.8% | -32.4% | -39.0% |
| 3M | -46.0% | -15.2% | -30.8% | -40.3% |
| 6M | -62.2% | -18.0% | -44.2% | -57.2% |
| YTD | -22.8% | +11.0% | -33.8% | -28.0% |
| 1Y | -35.5% | +26.4% | -61.8% | -44.6% |
| 3Y | +128.2% | +54.4% | +73.9% | +69.8% |
| 5Y | +791.6% | +98.1% | +693.5% | +441.3% |
| 10Y | +886.3% | +358.5% | +527.8% | +321.1% |
| All | +886.3% | +353.3% | +533.0% | +321.1% |
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