+363.3%
RIO vs SAN
+275.0%
+88.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +0.5% | +3.4% | -2.9% | -0.9% |
| 30D | -9.9% | -6.3% | -3.6% | -7.8% |
| 3M | -14.0% | -14.1% | +0.1% | -8.9% |
| 6M | -19.5% | +4.2% | -23.7% | -21.4% |
| YTD | +11.5% | +9.0% | +2.5% | +6.1% |
| 1Y | +26.9% | +18.8% | +8.2% | +16.5% |
| 3Y | +55.1% | +252.0% | -196.9% | -11.3% |
| 5Y | +90.7% | +299.5% | -208.8% | -0.7% |
| 10Y | +363.3% | +276.7% | +86.7% | +140.5% |
| All | +363.3% | +275.0% | +88.3% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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