+345.8%
RIO vs IT
+90.0%
+255.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -0.9% | +1.1% | -2.0% | -1.1% |
| 30D | -9.1% | -1.8% | -7.2% | -9.3% |
| 3M | -13.7% | +4.8% | -18.5% | -15.6% |
| 6M | -24.3% | +33.0% | -57.4% | -31.0% |
| YTD | +8.9% | -23.8% | +32.7% | +12.7% |
| 1Y | +22.7% | -16.5% | +39.2% | +23.5% |
| 3Y | +51.2% | -53.6% | +104.8% | +75.3% |
| 5Y | +88.1% | -42.1% | +130.2% | +96.9% |
| All | +345.8% | +90.0% | +255.9% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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