+469.9%
RIO vs FIVE
+868.1%
-398.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -0.6% |
| 7D | 0.0% | +4.3% | -4.3% | -0.9% |
| 30D | +4.0% | +12.5% | -8.5% | +1.4% |
| 3M | +0.1% | +31.2% | -31.1% | -5.3% |
| 6M | +12.7% | +14.4% | -1.7% | +8.9% |
| YTD | +35.6% | +33.9% | +1.7% | +27.0% |
| 1Y | +73.7% | +65.1% | +8.6% | +55.9% |
| 3Y | +93.3% | +49.0% | +44.3% | +68.2% |
| 5Y | +92.4% | +30.3% | +62.1% | +66.3% |
| 10Y | +606.9% | +481.1% | +125.8% | +323.0% |
| All | +469.9% | +868.1% | -398.3% | +196.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling