+584.5%
RIO vs TRU
+147.2%
+437.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | -3.2% | -2.7% | -0.5% | -2.6% |
| 30D | +0.9% | -2.0% | +3.0% | +1.3% |
| 3M | -1.4% | +18.4% | -19.9% | -6.1% |
| 6M | +10.9% | +8.9% | +2.1% | +7.5% |
| YTD | +31.2% | -8.9% | +40.2% | +31.6% |
| 1Y | +67.9% | -15.9% | +83.8% | +71.2% |
| 3Y | +88.8% | -1.1% | +89.9% | +75.8% |
| 5Y | +93.1% | -35.2% | +128.3% | +103.7% |
| All | +584.5% | +147.2% | +437.4% | +421.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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