+91.5%
RIO vs TRU
-35.6%
+127.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | -3.2% | -2.7% | -0.5% | -2.8% |
| 30D | +0.9% | -2.0% | +3.0% | +1.1% |
| 3M | -1.4% | +18.4% | -19.9% | -4.3% |
| 6M | +10.9% | +8.9% | +2.1% | +8.8% |
| YTD | +31.2% | -8.9% | +40.2% | +31.6% |
| 1Y | +67.9% | -15.9% | +83.8% | +70.3% |
| 3Y | +88.8% | -1.1% | +89.9% | +82.7% |
| All | +91.5% | -35.6% | +127.1% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling