+605.8%
MSCI vs RIO
+600.2%
+5.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.3% | -3.9% |
| 7D | -2.1% | +1.9% | -4.0% | -2.7% |
| 30D | -1.7% | +5.0% | -6.7% | -3.4% |
| 3M | -8.2% | +5.1% | -13.4% | -10.2% |
| 6M | -2.4% | +17.6% | -20.1% | -8.8% |
| YTD | -2.8% | +36.3% | -39.1% | -14.4% |
| 1Y | -2.7% | +71.2% | -73.8% | -21.2% |
| 3Y | +7.3% | +102.7% | -95.4% | -20.2% |
| 5Y | -11.4% | +99.6% | -111.0% | -35.6% |
| 10Y | +605.8% | +603.1% | +2.7% | +219.6% |
| All | +605.8% | +600.2% | +5.6% | +219.6% |
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