+584.5%
RIO vs RSG
+428.9%
+155.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | +0.9% | +4.0% | -3.0% | -0.7% |
| 3M | -1.4% | +7.4% | -8.8% | -4.7% |
| 6M | +10.9% | +0.1% | +10.8% | +10.0% |
| YTD | +31.2% | +6.0% | +25.2% | +26.4% |
| 1Y | +67.9% | -3.0% | +70.9% | +68.1% |
| 3Y | +88.8% | +56.5% | +32.3% | +45.1% |
| 5Y | +93.1% | +90.9% | +2.2% | +29.3% |
| All | +584.5% | +428.9% | +155.6% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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