+56.9%
ON vs RIO
+101.7%
-44.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -1.9% | +1.0% | -2.8% | -2.5% |
| 30D | -11.0% | +4.0% | -15.1% | -13.6% |
| 3M | -39.3% | +4.5% | -43.9% | -41.2% |
| 6M | +19.8% | +17.3% | +2.5% | +8.2% |
| YTD | +31.1% | +36.2% | -5.1% | +6.8% |
| 1Y | +46.0% | +76.1% | -30.2% | +1.0% |
| 3Y | -27.5% | +102.5% | -130.0% | -54.0% |
| 5Y | +56.9% | +103.5% | -46.6% | +3.0% |
| All | +56.9% | +101.7% | -44.8% | +3.0% |
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