+173.0%
RIO vs ACWI
+330.0%
-156.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.2% | -2.4% | +4.6% | +5.7% |
| 30D | -10.1% | -5.2% | -4.9% | -3.0% |
| 3M | -14.1% | -4.8% | -9.3% | -7.8% |
| 6M | -18.9% | -1.3% | -17.6% | -17.3% |
| YTD | +9.9% | +8.4% | +1.5% | -1.9% |
| 1Y | +27.0% | +11.0% | +16.0% | +9.3% |
| 3Y | +50.1% | +70.6% | -20.5% | -33.2% |
| 5Y | +95.3% | +55.3% | +40.0% | -2.6% |
| 10Y | +425.9% | +223.2% | +202.7% | -22.6% |
| All | +173.0% | +330.0% | -156.9% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 all: compounded portfolio wealth divided by compounded ACWI 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…
all analysis · Full analysis span regression · 6 months rolling