+9.2%
O vs RIO
+89.6%
-80.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +8.3% | -10.5% | +18.8% | +9.9% |
| 3M | -4.0% | -15.9% | +11.9% | -1.7% |
| 6M | -2.6% | -22.3% | +19.6% | +0.7% |
| YTD | +9.9% | +9.3% | +0.6% | +7.1% |
| 1Y | +9.8% | +23.0% | -13.2% | +4.9% |
| 3Y | +39.7% | +52.1% | -12.3% | +27.6% |
| 5Y | +9.2% | +88.9% | -79.7% | -5.6% |
| All | +9.2% | +89.6% | -80.4% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling