+2,715.8%
MSCI vs RIO
+152.7%
+2,563.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | +2.8% | +2.2% | +0.6% | +2.1% |
| 30D | +15.4% | -10.1% | +25.5% | +19.3% |
| 3M | +13.4% | -14.1% | +27.5% | +18.6% |
| 6M | +10.9% | -18.9% | +29.8% | +17.4% |
| YTD | +13.0% | +9.9% | +3.1% | +7.1% |
| 1Y | +12.0% | +27.0% | -15.0% | +1.2% |
| 3Y | +34.1% | +50.1% | -16.0% | +12.4% |
| 5Y | +3.9% | +95.3% | -91.4% | -22.1% |
| 10Y | +802.0% | +425.9% | +376.1% | +365.8% |
| All | +2,715.8% | +152.7% | +2,563.1% | +1,362.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling