+610.4%
RIO vs A
+251.1%
+359.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.5% |
| 7D | +1.0% | -4.4% | +5.3% | +2.8% |
| 30D | +4.0% | -2.7% | +6.7% | +5.1% |
| 3M | +4.5% | +7.0% | -2.5% | +1.3% |
| 6M | +17.3% | +24.6% | -7.3% | +5.8% |
| YTD | +36.2% | +7.0% | +29.2% | +30.5% |
| 1Y | +76.1% | +15.6% | +60.6% | +62.4% |
| 3Y | +102.5% | +29.9% | +72.6% | +71.2% |
| 5Y | +103.5% | -15.4% | +118.9% | +106.2% |
| All | +610.4% | +251.1% | +359.3% | +255.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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