+619.2%
RIO vs SPG
+59.6%
+559.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.5% |
| 7D | +1.0% | -1.7% | +2.6% | +1.4% |
| 30D | +4.0% | -6.3% | +10.3% | +5.8% |
| 3M | +4.5% | -2.4% | +7.0% | +5.0% |
| 6M | +17.3% | +9.6% | +7.7% | +14.2% |
| YTD | +36.2% | +14.2% | +22.0% | +31.0% |
| 1Y | +76.1% | +19.3% | +56.9% | +67.2% |
| 3Y | +102.5% | +106.7% | -4.2% | +64.6% |
| 5Y | +103.5% | +104.2% | -0.7% | +63.1% |
| 10Y | +619.2% | +63.7% | +555.5% | +536.9% |
| All | +619.2% | +59.6% | +559.6% | +536.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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