+345.8%
RIO vs SPY
+307.0%
+38.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -0.9% | +2.6% | -3.5% | -3.2% |
| 30D | -9.1% | -2.0% | -7.1% | -7.5% |
| 3M | -13.7% | -2.8% | -10.9% | -11.5% |
| 6M | -24.3% | +2.1% | -26.5% | -25.7% |
| YTD | +8.9% | +11.5% | -2.6% | -0.8% |
| 1Y | +22.7% | +13.5% | +9.2% | +10.0% |
| 3Y | +51.2% | +77.7% | -26.5% | -11.5% |
| 5Y | +88.1% | +72.6% | +15.5% | +12.0% |
| All | +345.8% | +307.0% | +38.8% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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