+580.6%
RIO vs APD
+168.7%
+411.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.9% |
| 7D | -3.4% | -3.5% | +0.1% | -1.7% |
| 30D | +0.6% | -5.1% | +5.6% | +3.0% |
| 3M | +2.5% | +6.9% | -4.3% | -1.2% |
| 6M | +10.8% | +8.1% | +2.7% | +5.9% |
| YTD | +30.5% | +21.2% | +9.2% | +17.4% |
| 1Y | +68.1% | +4.9% | +63.3% | +61.2% |
| 3Y | +94.0% | +6.3% | +87.7% | +78.6% |
| 5Y | +92.0% | +24.3% | +67.7% | +57.4% |
| All | +580.6% | +168.7% | +411.9% | +211.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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