+847.5%
MSCI vs RIO
+354.4%
+493.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +3.0% | -0.9% | +3.9% | +3.3% |
| 30D | +17.8% | -9.1% | +26.9% | +21.3% |
| 3M | +15.2% | -13.7% | +28.9% | +20.3% |
| 6M | +16.5% | -24.3% | +40.8% | +26.4% |
| YTD | +16.4% | +8.9% | +7.5% | +9.9% |
| 1Y | +16.8% | +22.7% | -5.9% | +5.5% |
| 3Y | +35.8% | +51.2% | -15.4% | +11.1% |
| 5Y | +7.0% | +88.1% | -81.1% | -22.0% |
| All | +847.5% | +354.4% | +493.1% | +393.1% |
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