+358.5%
RIO vs M
-3.0%
+361.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.7% | -2.2% |
| 7D | +3.6% | +5.0% | -1.4% | +2.8% |
| 30D | -10.8% | +10.6% | -21.4% | -12.2% |
| 3M | -15.2% | +1.6% | -16.8% | -15.7% |
| 6M | -18.0% | +30.8% | -48.9% | -21.6% |
| YTD | +11.0% | +16.9% | -5.9% | +7.5% |
| 1Y | +26.4% | +26.3% | +0.1% | +20.8% |
| 3Y | +54.4% | +158.6% | -104.3% | +28.3% |
| 5Y | +98.1% | +2.1% | +96.0% | +81.0% |
| 10Y | +358.5% | -4.3% | +362.9% | +259.4% |
| All | +358.5% | -3.0% | +361.6% | +259.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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