+603.1%
RIO vs AR
+45.1%
+558.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.7% |
| 7D | +1.9% | -1.8% | +3.8% | +2.2% |
| 30D | +5.0% | +12.6% | -7.6% | +3.3% |
| 3M | +5.1% | +10.0% | -4.9% | +3.6% |
| 6M | +17.6% | +0.6% | +17.0% | +16.8% |
| YTD | +36.3% | +13.4% | +22.9% | +32.7% |
| 1Y | +71.2% | +21.7% | +49.5% | +64.5% |
| 3Y | +102.7% | +45.8% | +56.9% | +86.0% |
| 5Y | +99.6% | +144.3% | -44.7% | +68.2% |
| 10Y | +603.1% | +41.8% | +561.3% | +592.4% |
| All | +603.1% | +45.1% | +558.0% | +592.4% |
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