+56.8%
RGTI vs RIO
+91.0%
-34.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.3% |
| 7D | +0.5% | -3.2% | +3.7% | +2.9% |
| 30D | -17.1% | +0.9% | -18.0% | -17.8% |
| 3M | -26.0% | -1.4% | -24.5% | -25.2% |
| 6M | -9.9% | +10.9% | -20.8% | -15.2% |
| YTD | -31.1% | +31.2% | -62.3% | -42.3% |
| 1Y | -8.5% | +67.9% | -76.4% | -35.4% |
| 3Y | +652.2% | +88.8% | +563.4% | +387.1% |
| All | +56.8% | +91.0% | -34.3% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling