+90.3%
RIO vs TW
+41.2%
+49.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -0.9% | +3.9% | -4.9% | -1.3% |
| 30D | -9.1% | +19.9% | -29.0% | -10.7% |
| 3M | -13.7% | +25.9% | -39.6% | -15.7% |
| 6M | -24.3% | +21.1% | -45.5% | -25.9% |
| YTD | +8.9% | +23.9% | -15.0% | +5.8% |
| 1Y | +22.7% | +21.2% | +1.4% | +19.6% |
| 3Y | +51.2% | +44.8% | +6.4% | +38.5% |
| All | +90.3% | +41.2% | +49.1% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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