+2,748.3%
RIO vs RBA
+4,102.2%
-1,353.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +2.3% |
| 7D | +4.4% | +2.5% | +1.9% | +3.5% |
| 30D | -8.9% | +11.6% | -20.4% | -12.8% |
| 3M | -12.7% | +1.5% | -14.2% | -13.7% |
| 6M | -16.2% | -6.6% | -9.6% | -15.6% |
| YTD | +13.4% | -6.3% | +19.7% | +13.2% |
| 1Y | +30.9% | -4.0% | +34.9% | +29.3% |
| 3Y | +60.2% | +47.3% | +12.9% | +29.9% |
| 5Y | +98.9% | +47.7% | +51.3% | +53.6% |
| 10Y | +381.4% | +224.7% | +156.7% | +143.6% |
| All | +2,748.3% | +4,102.2% | -1,353.8% | +689.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling