+2,417.1%
MSCI vs RIO
+211.7%
+2,205.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +0.6% | +4.0% | -3.4% | -0.9% |
| 3M | -7.1% | +0.1% | -7.2% | -7.7% |
| 6M | +0.8% | +12.7% | -11.9% | -4.3% |
| YTD | +1.0% | +35.6% | -34.6% | -10.3% |
| 1Y | +4.3% | +73.7% | -69.4% | -14.9% |
| 3Y | +9.9% | +93.3% | -83.4% | -15.0% |
| 5Y | -6.8% | +92.4% | -99.2% | -29.5% |
| 10Y | +614.7% | +606.9% | +7.7% | +235.5% |
| All | +2,417.1% | +211.7% | +2,205.5% | +1,124.2% |
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