+489.4%
NDAQ vs RIO
+356.2%
+133.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.4% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +16.2% | -10.5% | +26.7% | +19.4% |
| 3M | +14.0% | -15.9% | +29.9% | +18.7% |
| 6M | +22.3% | -22.3% | +44.5% | +29.5% |
| YTD | +13.0% | +9.3% | +3.7% | +8.5% |
| 1Y | +24.0% | +23.0% | +1.0% | +15.3% |
| 3Y | +117.1% | +52.1% | +65.0% | +87.6% |
| 5Y | +67.5% | +88.9% | -21.3% | +32.0% |
| All | +489.4% | +356.2% | +133.2% | +261.3% |
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