+1,535.8%
MOD vs RIO
+606.7%
+929.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.0% |
| 7D | +9.6% | 0.0% | +9.6% | +9.6% |
| 30D | 0.0% | +4.0% | -3.9% | -2.7% |
| 3M | -35.4% | +0.1% | -35.5% | -35.6% |
| 6M | -7.3% | +12.7% | -20.0% | -13.7% |
| YTD | +45.8% | +35.6% | +10.2% | +20.1% |
| 1Y | +43.1% | +73.7% | -30.6% | +0.6% |
| 3Y | +297.7% | +93.3% | +204.4% | +157.4% |
| 5Y | +1,478.8% | +92.4% | +1,386.3% | +886.2% |
| All | +1,535.8% | +606.7% | +929.1% | +436.5% |
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 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