+345.8%
RIO vs AR
+57.4%
+288.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.9% | +7.4% | -8.3% | -1.9% |
| 30D | -9.1% | +5.8% | -14.9% | -9.9% |
| 3M | -13.7% | +5.2% | -18.9% | -14.5% |
| 6M | -24.3% | +5.4% | -29.8% | -25.3% |
| YTD | +8.9% | +12.4% | -3.5% | +5.9% |
| 1Y | +22.7% | +12.8% | +9.9% | +19.1% |
| 3Y | +51.2% | +47.2% | +4.0% | +38.5% |
| 5Y | +88.1% | +101.1% | -13.0% | +62.5% |
| All | +345.8% | +57.4% | +288.5% | +315.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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