+3,304.9%
RIO vs RBA
+3,565.5%
-260.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | 0.0% | -2.9% | +2.9% | +1.1% |
| 30D | +4.0% | -12.3% | +16.3% | +9.0% |
| 3M | +0.1% | -20.5% | +20.7% | +7.8% |
| 6M | +12.7% | -18.5% | +31.3% | +19.8% |
| YTD | +35.6% | -18.2% | +53.8% | +43.0% |
| 1Y | +73.7% | -27.5% | +101.2% | +91.3% |
| 3Y | +93.3% | +38.1% | +55.2% | +60.7% |
| 5Y | +92.4% | +44.8% | +47.6% | +48.8% |
| 10Y | +606.9% | +187.1% | +419.8% | +275.8% |
| All | +3,304.9% | +3,565.5% | -260.7% | +897.5% |
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