+358.5%
RIO vs AR
+52.4%
+306.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +0.4% |
| 7D | +3.6% | -5.8% | +9.3% | +4.3% |
| 30D | -10.8% | +4.8% | -15.6% | -11.5% |
| 3M | -15.2% | +1.5% | -16.7% | -15.6% |
| 6M | -18.0% | +4.7% | -22.7% | -19.0% |
| YTD | +11.0% | +9.2% | +1.8% | +8.4% |
| 1Y | +26.4% | +11.2% | +15.2% | +22.9% |
| 3Y | +54.4% | +46.2% | +8.1% | +41.5% |
| 5Y | +98.1% | +98.1% | 0.0% | +71.5% |
| 10Y | +358.5% | +54.5% | +304.0% | +326.6% |
| All | +358.5% | +52.4% | +306.1% | +326.6% |
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