+13.7%
O vs RIO
+97.3%
-83.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -0.6% | +1.9% | -2.5% | -0.8% |
| 30D | -2.0% | +5.0% | -6.9% | -2.7% |
| 3M | +3.0% | +5.1% | -2.1% | +2.1% |
| 6M | -3.6% | +17.6% | -21.3% | -6.4% |
| YTD | +12.1% | +36.3% | -24.2% | +6.0% |
| 1Y | +8.9% | +71.2% | -62.3% | -1.0% |
| 3Y | +30.3% | +102.7% | -72.4% | +14.3% |
| 5Y | +13.7% | +99.6% | -85.9% | -2.1% |
| All | +13.7% | +97.3% | -83.6% | -2.1% |
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