+52.4%
RIO vs S
-49.1%
+101.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -2.1% |
| 7D | +3.6% | +1.4% | +2.2% | +3.5% |
| 30D | -10.8% | -10.8% | 0.0% | -10.3% |
| 3M | -15.2% | +5.4% | -20.6% | -15.8% |
| 6M | -18.0% | +41.2% | -59.2% | -20.4% |
| YTD | +11.0% | +56.2% | -45.2% | +6.5% |
| 1Y | +26.4% | +36.3% | -9.9% | +22.4% |
| 3Y | +54.4% | +49.4% | +4.9% | +46.4% |
| 5Y | +98.1% | -66.9% | +164.9% | +95.6% |
| All | +52.4% | -49.1% | +101.5% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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