+584.5%
RIO vs QSR
+135.2%
+449.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | -3.2% | -4.0% | +0.8% | -1.8% |
| 30D | +0.9% | +2.8% | -1.8% | -0.1% |
| 3M | -1.4% | +5.1% | -6.5% | -3.5% |
| 6M | +10.9% | +8.8% | +2.1% | +6.6% |
| YTD | +31.2% | +14.8% | +16.4% | +23.0% |
| 1Y | +67.9% | +25.7% | +42.2% | +51.5% |
| 3Y | +88.8% | +27.5% | +61.3% | +67.0% |
| 5Y | +93.1% | +41.3% | +51.9% | +61.8% |
| All | +584.5% | +135.2% | +449.3% | +341.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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