+455.7%
RIO vs TRU
+238.0%
+217.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.4% | +1.9% |
| 7D | 0.0% | -6.8% | +6.7% | +1.7% |
| 30D | +4.0% | 0.0% | +3.9% | +3.8% |
| 3M | +0.1% | +13.3% | -13.2% | -3.8% |
| 6M | +12.7% | +3.4% | +9.3% | +10.4% |
| YTD | +35.6% | -6.4% | +41.9% | +35.0% |
| 1Y | +73.7% | -9.7% | +83.4% | +73.6% |
| 3Y | +93.3% | +0.1% | +93.2% | +78.7% |
| 5Y | +92.4% | -34.0% | +126.5% | +101.6% |
| 10Y | +606.9% | +147.9% | +459.1% | +332.7% |
| All | +455.7% | +238.0% | +217.7% | +209.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling