+358.5%
RIO vs APD
+187.0%
+171.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | +3.6% | -0.2% | +3.8% | +3.7% |
| 30D | -10.8% | +11.0% | -21.8% | -15.2% |
| 3M | -15.2% | +1.3% | -16.5% | -16.0% |
| 6M | -18.0% | +6.4% | -24.4% | -20.9% |
| YTD | +11.0% | +28.9% | -17.9% | -3.1% |
| 1Y | +26.4% | +23.2% | +3.1% | +12.3% |
| 3Y | +54.4% | +26.3% | +28.0% | +30.1% |
| 5Y | +98.1% | +12.0% | +86.0% | +74.7% |
| 10Y | +358.5% | +183.2% | +175.4% | +112.7% |
| All | +358.5% | +187.0% | +171.5% | +112.7% |
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