+347.6%
RIO vs RMD
+346.1%
+1.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -10.5% | +1.9% | -12.4% | -11.1% |
| 3M | -15.9% | +6.3% | -22.2% | -17.5% |
| 6M | -22.3% | +18.2% | -40.5% | -26.2% |
| YTD | +9.3% | +0.3% | +9.1% | +8.1% |
| 1Y | +23.0% | -4.3% | +27.3% | +23.1% |
| 3Y | +52.1% | +71.3% | -19.2% | +25.6% |
| 5Y | +88.9% | -1.8% | +90.6% | +79.5% |
| All | +347.6% | +346.1% | +1.5% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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