+584.5%
RIO vs HRB
+209.1%
+375.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.5% |
| 7D | -3.2% | -8.0% | +4.8% | -2.0% |
| 30D | +0.9% | -16.0% | +16.9% | +3.5% |
| 3M | -1.4% | +26.9% | -28.3% | -5.6% |
| 6M | +10.9% | +51.1% | -40.2% | +2.2% |
| YTD | +31.2% | +7.1% | +24.2% | +28.2% |
| 1Y | +67.9% | -9.6% | +77.5% | +69.2% |
| 3Y | +88.8% | +25.4% | +63.4% | +75.1% |
| 5Y | +93.1% | +114.9% | -21.8% | +56.4% |
| All | +584.5% | +209.1% | +375.4% | +391.7% |
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