+580.6%
RIO vs RUN
+43.4%
+537.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.3% | -4.0% |
| 7D | -3.4% | -3.4% | 0.0% | -3.0% |
| 30D | +0.6% | -14.0% | +14.5% | +2.0% |
| 3M | +2.5% | -27.5% | +30.0% | +5.4% |
| 6M | +10.8% | -29.0% | +39.8% | +13.7% |
| YTD | +30.5% | -53.1% | +83.6% | +37.7% |
| 1Y | +68.1% | -46.7% | +114.9% | +74.0% |
| 3Y | +94.0% | -38.3% | +132.3% | +76.0% |
| 5Y | +92.0% | -80.7% | +172.7% | +87.6% |
| All | +580.6% | +43.4% | +537.3% | +291.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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