+34.1%
MSCI vs RIO
+49.3%
-15.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.3% |
| 7D | +2.8% | +2.2% | +0.6% | +2.6% |
| 30D | +15.4% | -10.1% | +25.5% | +16.5% |
| 3M | +13.4% | -14.1% | +27.5% | +14.9% |
| 6M | +10.9% | -18.9% | +29.8% | +13.2% |
| YTD | +13.0% | +9.9% | +3.1% | +9.1% |
| 1Y | +12.0% | +27.0% | -15.0% | +5.2% |
| 3Y | +34.1% | +50.1% | -16.0% | +19.5% |
| All | +34.1% | +49.3% | -15.2% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling