+6,084.9%
RIO vs HRB
+2,770.1%
+3,314.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +1.4% |
| 7D | 0.0% | -5.7% | +5.6% | +1.3% |
| 30D | +4.0% | +7.9% | -3.9% | +1.6% |
| 3M | +0.1% | +32.1% | -32.0% | -7.3% |
| 6M | +12.7% | +62.2% | -49.5% | -2.3% |
| YTD | +35.6% | +16.4% | +19.2% | +26.8% |
| 1Y | +73.7% | -0.3% | +74.0% | +68.4% |
| 3Y | +93.3% | +36.0% | +57.3% | +69.5% |
| 5Y | +92.4% | +125.2% | -32.8% | +43.6% |
| 10Y | +606.9% | +237.7% | +369.3% | +333.8% |
| All | +6,084.9% | +2,770.1% | +3,314.7% | +2,217.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling