+277.3%
RIO vs REPL
-9.7%
+287.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | 0.0% |
| 7D | +1.0% | -9.6% | +10.5% | +1.2% |
| 30D | +4.0% | +5.7% | -1.7% | +3.9% |
| 3M | +4.5% | +56.4% | -51.9% | +2.3% |
| 6M | +17.3% | +67.4% | -50.1% | +11.8% |
| YTD | +36.2% | +48.7% | -12.5% | +29.9% |
| 1Y | +76.1% | +148.3% | -72.1% | +62.8% |
| 3Y | +102.5% | -26.7% | +129.2% | +83.4% |
| 5Y | +103.5% | -54.1% | +157.7% | +87.0% |
| All | +277.3% | -9.7% | +287.0% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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