+894.4%
MSFT vs RIO
+364.8%
+529.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -6.2% | +0.5% | -6.7% | -6.4% |
| 30D | -3.7% | -9.9% | +6.2% | -0.6% |
| 3M | +3.6% | -14.0% | +17.6% | +8.3% |
| 6M | +26.8% | -19.5% | +46.3% | +34.7% |
| YTD | +8.4% | +11.5% | -3.1% | +2.7% |
| 1Y | +3.3% | +26.9% | -23.7% | -6.5% |
| 3Y | +44.3% | +55.1% | -10.9% | +19.6% |
| 5Y | +63.3% | +90.7% | -27.3% | +21.3% |
| 10Y | +894.4% | +363.3% | +531.0% | +432.5% |
| All | +894.4% | +364.8% | +529.6% | +432.5% |
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 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