+361.0%
ORLY vs RIO
+608.6%
-247.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -2.4% | -3.2% | +0.8% | -1.8% |
| 30D | -6.8% | +0.9% | -7.7% | -7.0% |
| 3M | -4.8% | -1.4% | -3.3% | -4.7% |
| 6M | -9.1% | +10.9% | -20.0% | -11.5% |
| YTD | -5.9% | +31.2% | -37.1% | -11.7% |
| 1Y | -20.4% | +67.9% | -88.3% | -29.2% |
| 3Y | +36.6% | +88.8% | -52.2% | +16.7% |
| 5Y | +117.3% | +93.1% | +24.2% | +79.7% |
| All | +361.0% | +608.6% | -247.6% | +174.3% |
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