+619.2%
RIO vs RL
+297.6%
+321.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.3% | +0.8% |
| 7D | +1.0% | -0.3% | +1.2% | +1.0% |
| 30D | +4.0% | -17.5% | +21.5% | +9.5% |
| 3M | +4.5% | -14.0% | +18.5% | +8.5% |
| 6M | +17.3% | -2.0% | +19.3% | +17.0% |
| YTD | +36.2% | -4.6% | +40.8% | +36.6% |
| 1Y | +76.1% | +9.5% | +66.6% | +69.6% |
| 3Y | +102.5% | +200.5% | -97.9% | +40.7% |
| 5Y | +103.5% | +226.3% | -122.7% | +33.4% |
| 10Y | +619.2% | +304.8% | +314.4% | +343.4% |
| All | +619.2% | +297.6% | +321.6% | +343.4% |
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