+345.8%
RIO vs RL
+337.1%
+8.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -0.9% | +2.6% | -3.5% | -1.6% |
| 30D | -9.1% | +2.9% | -12.0% | -9.9% |
| 3M | -13.7% | 0.0% | -13.7% | -14.0% |
| 6M | -24.3% | +17.1% | -41.4% | -28.1% |
| YTD | +8.9% | +10.1% | -1.2% | +4.8% |
| 1Y | +22.7% | +17.3% | +5.3% | +15.9% |
| 3Y | +51.2% | +249.3% | -198.2% | +1.0% |
| 5Y | +88.1% | +240.9% | -152.8% | +22.8% |
| All | +345.8% | +337.1% | +8.8% | +183.4% |
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