+365.6%
NDAQ vs RIO
+604.6%
-239.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.8% | -1.3% |
| 7D | -6.8% | -3.4% | -3.4% | -6.0% |
| 30D | -3.2% | +0.6% | -3.7% | -3.4% |
| 3M | +6.5% | +2.5% | +3.9% | +5.5% |
| 6M | +5.7% | +10.8% | -5.0% | +2.1% |
| YTD | -4.6% | +30.5% | -35.1% | -12.2% |
| 1Y | -1.6% | +68.1% | -69.7% | -15.5% |
| 3Y | +86.4% | +94.0% | -7.6% | +51.7% |
| 5Y | +50.3% | +92.0% | -41.7% | +19.5% |
| All | +365.6% | +604.6% | -239.0% | +165.5% |
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