+584.5%
RIO vs AZO
+296.8%
+287.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | -3.2% | -3.6% | +0.4% | -2.3% |
| 30D | +0.9% | -5.6% | +6.5% | +2.3% |
| 3M | -1.4% | -6.6% | +5.2% | -0.1% |
| 6M | +10.9% | -22.5% | +33.5% | +17.8% |
| YTD | +31.2% | -15.2% | +46.4% | +35.7% |
| 1Y | +67.9% | -33.9% | +101.8% | +85.5% |
| 3Y | +88.8% | +11.8% | +77.0% | +75.7% |
| 5Y | +93.1% | +85.5% | +7.6% | +47.7% |
| All | +584.5% | +296.8% | +287.7% | +343.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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