+584.5%
RIO vs SPYG
+424.6%
+159.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | 0.0% |
| 7D | -3.2% | -0.9% | -2.3% | -2.6% |
| 30D | +0.9% | -1.5% | +2.4% | +2.0% |
| 3M | -1.4% | +3.7% | -5.2% | -4.1% |
| 6M | +10.9% | +16.4% | -5.5% | 0.0% |
| YTD | +31.2% | +13.3% | +17.9% | +20.4% |
| 1Y | +67.9% | +17.9% | +50.0% | +49.8% |
| 3Y | +88.8% | +98.3% | -9.5% | +12.7% |
| 5Y | +93.1% | +86.4% | +6.7% | +17.7% |
| All | +584.5% | +424.6% | +159.9% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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