+35.8%
MSCI vs RIO
+51.7%
-15.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +3.0% | -0.9% | +3.9% | +3.1% |
| 30D | +17.8% | -9.1% | +26.9% | +18.7% |
| 3M | +15.2% | -13.7% | +28.9% | +16.6% |
| 6M | +16.5% | -24.3% | +40.8% | +20.0% |
| YTD | +16.4% | +8.9% | +7.5% | +12.4% |
| 1Y | +16.8% | +22.7% | -5.9% | +10.3% |
| 3Y | +35.8% | +51.2% | -15.4% | +21.4% |
| All | +35.8% | +51.7% | -15.9% | +21.4% |
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