+584.5%
RIO vs RNG
+222.9%
+361.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | -3.2% | -6.1% | +2.9% | -2.7% |
| 30D | +0.9% | +9.6% | -8.7% | 0.0% |
| 3M | -1.4% | +83.3% | -84.8% | -7.5% |
| 6M | +10.9% | +77.9% | -67.0% | +3.8% |
| YTD | +31.2% | +139.9% | -108.7% | +17.8% |
| 1Y | +67.9% | +121.7% | -53.7% | +51.7% |
| 3Y | +88.8% | +121.9% | -33.1% | +66.8% |
| 5Y | +93.1% | -68.4% | +161.5% | +97.9% |
| All | +584.5% | +222.9% | +361.6% | +314.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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