+603.1%
RIO vs FIVE
+475.1%
+128.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +1.9% | +3.7% | -1.7% | +1.2% |
| 30D | +5.0% | +4.0% | +1.0% | +4.0% |
| 3M | +5.1% | +36.2% | -31.1% | -1.6% |
| 6M | +17.6% | +18.0% | -0.4% | +12.7% |
| YTD | +36.3% | +34.9% | +1.4% | +26.9% |
| 1Y | +71.2% | +67.9% | +3.3% | +52.0% |
| 3Y | +102.7% | +57.3% | +45.4% | +73.1% |
| 5Y | +99.6% | +39.5% | +60.0% | +68.3% |
| 10Y | +603.1% | +496.4% | +106.7% | +267.5% |
| All | +603.1% | +475.1% | +128.0% | +267.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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