+74.0%
RIO vs MNDY
-49.8%
+123.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.5% |
| 7D | -3.2% | -4.6% | +1.4% | -3.0% |
| 30D | +0.9% | +1.0% | -0.1% | +0.8% |
| 3M | -1.4% | +9.1% | -10.6% | -2.0% |
| 6M | +10.9% | +14.2% | -3.3% | +9.8% |
| YTD | +31.2% | -41.1% | +72.4% | +33.8% |
| 1Y | +67.9% | -54.7% | +122.6% | +73.2% |
| 3Y | +88.8% | -50.6% | +139.4% | +91.0% |
| 5Y | +93.1% | -76.7% | +169.8% | +87.6% |
| All | +74.0% | -49.8% | +123.8% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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