+715.0%
P vs RIO
+600.2%
+114.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | +7.8% | +1.9% | +5.9% | +6.9% |
| 30D | +12.3% | +5.0% | +7.4% | +9.3% |
| 3M | +37.1% | +5.1% | +32.0% | +33.2% |
| 6M | +66.1% | +17.6% | +48.5% | +52.7% |
| YTD | +50.9% | +36.3% | +14.6% | +29.4% |
| 1Y | +27.2% | +71.2% | -44.0% | -2.6% |
| 3Y | +158.7% | +102.7% | +56.0% | +80.8% |
| 5Y | +291.1% | +99.6% | +191.5% | +165.3% |
| 10Y | +715.0% | +603.1% | +111.9% | +229.1% |
| All | +715.0% | +600.2% | +114.8% | +229.1% |
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 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