+345.8%
RIO vs RUN
+68.6%
+277.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -0.9% | -13.5% | +12.6% | +0.5% |
| 30D | -9.1% | +18.3% | -27.4% | -11.0% |
| 3M | -13.7% | -12.5% | -1.2% | -13.0% |
| 6M | -24.3% | -40.3% | +16.0% | -21.1% |
| YTD | +8.9% | -53.1% | +62.0% | +14.5% |
| 1Y | +22.7% | -54.3% | +76.9% | +29.0% |
| 3Y | +51.2% | -6.5% | +57.7% | +30.6% |
| 5Y | +88.1% | -85.3% | +173.4% | +91.9% |
| All | +345.8% | +68.6% | +277.3% | +137.8% |
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