+345.8%
RIO vs SAN
+270.1%
+75.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -0.9% | +4.0% | -4.9% | -2.5% |
| 30D | -9.1% | -7.8% | -1.3% | -6.3% |
| 3M | -13.7% | -16.4% | +2.7% | -7.6% |
| 6M | -24.3% | +3.5% | -27.9% | -25.9% |
| YTD | +8.9% | +6.7% | +2.2% | +4.5% |
| 1Y | +22.7% | +14.5% | +8.2% | +14.3% |
| 3Y | +51.2% | +243.5% | -192.3% | -12.7% |
| 5Y | +88.1% | +296.2% | -208.1% | -1.7% |
| All | +345.8% | +270.1% | +75.7% | +134.3% |
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