+362.0%
RIO vs FIVE
+822.5%
-460.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | -10.1% | +17.7% | -27.8% | -13.0% |
| 3M | -14.1% | +4.0% | -18.1% | -15.1% |
| 6M | -18.9% | +2.6% | -21.5% | -20.0% |
| YTD | +9.9% | +27.6% | -17.7% | +3.7% |
| 1Y | +27.0% | +59.9% | -33.0% | +14.7% |
| 3Y | +50.1% | +35.8% | +14.3% | +32.9% |
| 5Y | +95.3% | +14.4% | +80.8% | +73.5% |
| 10Y | +425.9% | +576.1% | -150.3% | +207.9% |
| All | +362.0% | +822.5% | -460.4% | +141.8% |
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