+95.8%
RIO vs RBA
+45.3%
+50.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | 0.0% | -2.9% | +2.9% | +0.4% |
| 30D | +4.0% | -12.3% | +16.3% | +5.8% |
| 3M | +0.1% | -20.5% | +20.7% | +2.7% |
| 6M | +12.7% | -18.5% | +31.3% | +15.0% |
| YTD | +35.6% | -18.2% | +53.8% | +38.0% |
| 1Y | +73.7% | -27.5% | +101.2% | +79.9% |
| 3Y | +93.3% | +38.1% | +55.2% | +81.5% |
| All | +95.8% | +45.3% | +50.6% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 5y: compounded portfolio wealth divided by compounded RBA 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…
5y analysis · Full analysis span regression · 6 months rolling