+629.3%
ON vs RIO
+608.6%
+20.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.6% | +7.9% | +8.1% |
| 7D | +2.4% | -3.2% | +5.6% | +4.7% |
| 30D | -8.6% | +0.9% | -9.5% | -9.6% |
| 3M | -34.3% | -1.4% | -32.9% | -33.9% |
| 6M | +28.5% | +10.9% | +17.6% | +19.4% |
| YTD | +40.6% | +31.2% | +9.4% | +15.1% |
| 1Y | +55.3% | +67.9% | -12.6% | +7.0% |
| 3Y | -22.2% | +88.8% | -111.0% | -50.9% |
| 5Y | +62.4% | +93.1% | -30.7% | -3.6% |
| All | +629.3% | +608.6% | +20.7% | +127.3% |
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