+833.2%
MOD vs RIO
+89.6%
+743.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.7% |
| 7D | +16.1% | +0.1% | +16.0% | +16.2% |
| 30D | -38.5% | -10.5% | -28.0% | -34.3% |
| 3M | -46.8% | -15.9% | -30.9% | -41.1% |
| 6M | -61.6% | -22.3% | -39.3% | -55.3% |
| YTD | -20.5% | +9.3% | -29.9% | -24.2% |
| 1Y | -28.0% | +23.0% | -51.1% | -35.8% |
| 3Y | +134.9% | +52.1% | +82.9% | +82.6% |
| 5Y | +833.2% | +88.9% | +744.3% | +549.7% |
| All | +833.2% | +89.6% | +743.6% | +549.7% |
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 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