+103.5%
RIO vs RUN
-80.3%
+183.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.3% |
| 7D | +1.0% | -1.8% | +2.7% | +1.1% |
| 30D | +4.0% | -10.8% | +14.9% | +4.8% |
| 3M | +4.5% | -30.2% | +34.7% | +7.0% |
| 6M | +17.3% | -22.3% | +39.7% | +18.9% |
| YTD | +36.2% | -52.2% | +88.4% | +41.4% |
| 1Y | +76.1% | -45.1% | +121.3% | +80.3% |
| 3Y | +102.5% | -37.1% | +139.6% | +90.4% |
| 5Y | +103.5% | -80.3% | +183.8% | +105.5% |
| All | +103.5% | -80.3% | +183.8% | +105.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling