+236.8%
RIO vs ACWI
+356.8%
-120.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.5% |
| 7D | 0.0% | +0.5% | -0.5% | -0.8% |
| 30D | +4.0% | +0.9% | +3.1% | +2.6% |
| 3M | +0.1% | +2.4% | -2.3% | -3.3% |
| 6M | +12.7% | +12.4% | +0.3% | -4.6% |
| YTD | +35.6% | +15.2% | +20.4% | +10.9% |
| 1Y | +73.7% | +22.7% | +51.0% | +29.3% |
| 3Y | +93.3% | +75.8% | +17.5% | -17.4% |
| 5Y | +92.4% | +67.7% | +24.7% | -14.3% |
| 10Y | +606.9% | +229.0% | +378.0% | +2.7% |
| All | +236.8% | +356.8% | -120.0% | -63.4% |
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