+92.0%
RIO vs TENB
-32.3%
+124.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.9% | +0.7% | -3.7% |
| 7D | -3.4% | -7.1% | +3.8% | -2.6% |
| 30D | +0.6% | -15.4% | +15.9% | +2.1% |
| 3M | +2.5% | +19.5% | -17.0% | -0.5% |
| 6M | +10.8% | +54.8% | -44.0% | +3.7% |
| YTD | +30.5% | +36.1% | -5.7% | +23.7% |
| 1Y | +68.1% | +7.0% | +61.2% | +65.1% |
| 3Y | +94.0% | -27.6% | +121.6% | +98.4% |
| 5Y | +92.0% | -30.5% | +122.5% | +87.1% |
| All | +92.0% | -32.3% | +124.3% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling