+358.5%
RIO vs RL
+369.1%
-10.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | +3.6% | +1.3% | +2.3% | +3.1% |
| 30D | -10.8% | +7.6% | -18.4% | -12.7% |
| 3M | -15.2% | -1.5% | -13.7% | -15.1% |
| 6M | -18.0% | +12.1% | -30.1% | -21.2% |
| YTD | +11.0% | +13.9% | -2.9% | +5.9% |
| 1Y | +26.4% | +20.7% | +5.7% | +18.5% |
| 3Y | +54.4% | +260.6% | -206.2% | +2.3% |
| 5Y | +98.1% | +248.9% | -150.8% | +28.6% |
| 10Y | +358.5% | +355.9% | +2.6% | +176.8% |
| All | +358.5% | +369.1% | -10.6% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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