+584.5%
RIO vs SNY
+64.5%
+520.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -3.2% | -3.3% | +0.1% | -2.1% |
| 30D | +0.9% | -2.2% | +3.1% | +1.7% |
| 3M | -1.4% | -3.0% | +1.6% | -0.7% |
| 6M | +10.9% | +2.7% | +8.2% | +9.4% |
| YTD | +31.2% | -6.8% | +38.1% | +33.5% |
| 1Y | +67.9% | -5.3% | +73.2% | +69.3% |
| 3Y | +88.8% | -9.8% | +98.6% | +88.7% |
| 5Y | +93.1% | +9.7% | +83.4% | +72.2% |
| All | +584.5% | +64.5% | +520.0% | +420.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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