+619.2%
RIO vs M
-7.1%
+626.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.5% |
| 7D | +1.0% | -4.1% | +5.0% | +1.5% |
| 30D | +4.0% | -13.6% | +17.6% | +6.2% |
| 3M | +4.5% | -2.3% | +6.8% | +4.6% |
| 6M | +17.3% | +21.9% | -4.6% | +13.5% |
| YTD | +36.2% | -0.6% | +36.8% | +35.2% |
| 1Y | +76.1% | +29.7% | +46.4% | +67.9% |
| 3Y | +102.5% | +107.3% | -4.8% | +73.7% |
| 5Y | +103.5% | +20.5% | +83.0% | +80.2% |
| 10Y | +619.2% | -6.1% | +625.3% | +476.1% |
| All | +619.2% | -7.1% | +626.3% | +476.1% |
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