+345.8%
RIO vs HRB
+221.6%
+124.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -0.9% | -5.1% | +4.2% | -0.2% |
| 30D | -9.1% | +8.7% | -17.8% | -10.4% |
| 3M | -13.7% | -5.4% | -8.3% | -13.3% |
| 6M | -24.3% | +41.6% | -65.9% | -29.1% |
| YTD | +8.9% | +18.7% | -9.8% | +4.5% |
| 1Y | +22.7% | +16.4% | +6.2% | +18.1% |
| 3Y | +51.2% | +22.0% | +29.2% | +41.6% |
| 5Y | +88.1% | +141.2% | -53.1% | +49.2% |
| All | +345.8% | +221.6% | +124.2% | +221.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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