+255.3%
RIO vs TENB
-9.4%
+264.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +1.5% |
| 7D | -3.2% | -12.1% | +8.9% | -1.4% |
| 30D | +0.9% | -18.6% | +19.5% | +3.6% |
| 3M | -1.4% | +12.1% | -13.5% | -4.4% |
| 6M | +10.9% | +46.8% | -35.9% | +2.2% |
| YTD | +31.2% | +28.0% | +3.3% | +23.0% |
| 1Y | +67.9% | -1.4% | +69.3% | +64.6% |
| 3Y | +88.8% | -33.9% | +122.7% | +94.7% |
| 5Y | +93.1% | -34.6% | +127.7% | +90.5% |
| All | +255.3% | -9.4% | +264.7% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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