+584.5%
RIO vs TKO
+989.7%
-405.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -3.2% | +2.3% | -5.5% | -3.7% |
| 30D | +0.9% | -2.5% | +3.4% | +1.3% |
| 3M | -1.4% | -10.6% | +9.2% | +0.4% |
| 6M | +10.9% | -5.1% | +16.0% | +11.5% |
| YTD | +31.2% | -8.2% | +39.4% | +32.5% |
| 1Y | +67.9% | -4.4% | +72.3% | +67.8% |
| 3Y | +88.8% | +100.4% | -11.6% | +58.6% |
| 5Y | +93.1% | +294.3% | -201.2% | +37.2% |
| All | +584.5% | +989.7% | -405.1% | +236.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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