+619.2%
RIO vs SM
+16.0%
+603.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | +4.0% | +20.3% | -16.3% | +1.7% |
| 3M | +4.5% | +22.9% | -18.4% | +1.4% |
| 6M | +17.3% | +47.8% | -30.5% | +10.3% |
| YTD | +36.2% | +107.5% | -71.3% | +22.3% |
| 1Y | +76.1% | +51.7% | +24.4% | +63.9% |
| 3Y | +102.5% | -0.9% | +103.4% | +94.2% |
| 5Y | +103.5% | +112.2% | -8.7% | +74.2% |
| 10Y | +619.2% | +20.3% | +598.9% | +395.1% |
| All | +619.2% | +16.0% | +603.2% | +395.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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