+660.0%
P vs RIO
+377.7%
+282.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.9% | +3.2% |
| 7D | -23.8% | +2.2% | -26.1% | -24.7% |
| 30D | -36.6% | -10.1% | -26.5% | -33.2% |
| 3M | +10.9% | -14.1% | +25.0% | +19.0% |
| 6M | +30.0% | -18.9% | +48.9% | +43.6% |
| YTD | +44.4% | +9.9% | +34.5% | +37.4% |
| 1Y | +3.9% | +27.0% | -23.1% | -8.1% |
| 3Y | +176.6% | +50.1% | +126.5% | +123.2% |
| 5Y | +249.3% | +95.3% | +154.0% | +138.5% |
| All | +660.0% | +377.7% | +282.3% | +272.8% |
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