+619.2%
RIO vs ALM
+3,082.3%
-2,463.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.1% |
| 7D | +1.0% | +3.6% | -2.7% | +0.8% |
| 30D | +4.0% | +33.8% | -29.8% | +2.8% |
| 3M | +4.5% | +14.8% | -10.2% | +3.7% |
| 6M | +17.3% | -7.0% | +24.3% | +16.9% |
| YTD | +36.2% | +108.1% | -71.9% | +32.7% |
| 1Y | +76.1% | +313.8% | -237.6% | +68.7% |
| 3Y | +102.5% | +2,227.6% | -2,125.1% | +83.9% |
| 5Y | +103.5% | +956.6% | -853.1% | +86.9% |
| 10Y | +619.2% | +3,082.3% | -2,463.1% | +593.3% |
| All | +619.2% | +3,082.3% | -2,463.1% | +593.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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