+652.6%
P vs RIO
+353.3%
+299.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.2% |
| 7D | -13.3% | +3.6% | -16.9% | -14.7% |
| 30D | -34.0% | -10.8% | -23.2% | -30.1% |
| 3M | +4.1% | -15.2% | +19.3% | +12.4% |
| 6M | +30.5% | -18.0% | +48.5% | +43.4% |
| YTD | +52.2% | +11.0% | +41.2% | +44.2% |
| 1Y | +10.3% | +26.4% | -16.1% | -2.2% |
| 3Y | +180.9% | +54.4% | +126.5% | +124.0% |
| 5Y | +259.7% | +98.1% | +161.6% | +144.4% |
| 10Y | +652.6% | +358.5% | +294.1% | +275.6% |
| All | +652.6% | +353.3% | +299.3% | +275.6% |
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