+1,418.0%
QLD vs RIO
+392.9%
+1,025.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.2% | +3.6% | +4.6% |
| 7D | -1.4% | +4.4% | -5.9% | -4.2% |
| 30D | -19.6% | -8.9% | -10.7% | -14.0% |
| 3M | -14.1% | -12.7% | -1.5% | -5.9% |
| 6M | -13.6% | -16.2% | +2.6% | -2.5% |
| YTD | +12.5% | +13.4% | -0.9% | +2.2% |
| 1Y | +13.1% | +30.9% | -17.8% | -7.1% |
| 3Y | +154.7% | +60.2% | +94.5% | +79.1% |
| 5Y | +81.1% | +98.9% | -17.8% | +4.4% |
| 10Y | +1,418.0% | +381.4% | +1,036.6% | +436.9% |
| All | +1,418.0% | +392.9% | +1,025.1% | +436.9% |
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